Get your full copy of the ‘Configuring-Reporting-Workflow’ presentation
06 October 2020
Bas Leerink has put together a 25 pager on Ortec Finance’s Performance Attribution methodology. It describes the specific steps on Configuration, Reporting and Workflow support.
After publication on a new client its go live, questions were asked on - and interest was raised in - Ortec Finance its 3-step approach on configuring attributions. On this approach a short leaflet is available. Bas Leerink: “We are glad to see that people are interested to learn about how we deal with setting up insightful attributions.”
Additional 25 page presentation available
As of now, a full 25 page presentation with sections on Configuration, Reporting and Workflow support, is available and can be downloaded below.
Interested? Download the presentation by filling out the form.
27 March 2023
Market update: A new banking crisis?
Recently financial markets have been rocked by concerns regarding the banking sector, reminiscent of the build-up to the financial crisis of 2008. An update.
This blog post explores three approaches to measuring the impact of liabilities on SAA: actuarial simulation, replicating portfolio, and product-based dynamic liability modelling. It also compares the advantages and disadvantages of each approach in terms of accuracy and runtime efficiency, highlighting the benefits of a dynamic liability modelling approach as a fast, flexible, and efficient solution for multi-scenario SAA analyses in a full ALM context.
Creating inflation-resilient portfolios through private assets
Inflation-protected portfolios typically provide a combination of diversification benefits and return improvement. For example, by diversifying to “real assets”, like commodities, direct real estate ...