GLASS is a single, modular platform for stochastic Asset and Liability Management (ALM), Strategic Asset Allocation (SAA), and regulatory scenario analysis, supporting diverse use cases for insurers, pension schemes, and asset managers.

Its modular design allows tailored configurations for different institutional investors.

Why GLASS?

Holistic view

Model your entire balance sheet consistently, from assets and liabilities to risk and solvency.

 

Flexibility

Modular design lets you pick, tailor, and combine the capabilities you need.

Innovation

With GLASS PRISM, AI-powered Scenario-Based Machine Learning, optimize portfolios under objectives and constraints that traditional tools can’t handle.

The GLASS Technology

Economic Scenario Module — Dynamic Scenario Generator (DSG)

At the heart of GLASS is the Dynamic Scenario Generator:

  • Generates thousands of stochastic scenarios for realistic risk and return projections.
  • Proprietary frequency-domain methodology captures complex market dynamics.
  • Supports deterministic stress testing and climate scenarios.
  • Fully customizable to your Capital Market Assumptions.
  • ClimateMAPS – climate scenario analysis to quantify investment portfolio climate risks
    ​

Asset & Investment Strategy Module

Model, test, and compare investment strategies against multiple benchmarks:

  • Explicit cash-flow modelling for fixed income assets and derivatives.
  • Dynamic and state-dependent asset allocations.
  • Hedging strategies for interest rate, inflation, currency, and equity risk.
  • Model the impact of private markets from a cashflow perspective

Insurance Liability & Regulatory Capital Module

Integrate insurance liabilities with precision:

  • Best estimate cash flows with product-specific dynamics.
  • New business expansion, profit schemes, lapses, and more.
  • Integrated regulatory capital calculations for global frameworks.

Pension Liability & Contribution Module

Designed for complex pension modelling:

  • Supports multiple valuation bases (regulatory, self-sufficiency, accounting).
  • Models’ contribution strategies—fixed, time-dependent, or state-dependent.

GLASS FLEX

From raw data to actionable insight:

  • Consolidates assets, liabilities, and policy rules; optimizes portfolios; and enables deep scenario analysis.
  • Fully customizable front-end for branded, interactive dashboards—perfect for decision-making and stakeholder engagement.

GLASS PRISM, Powered by Scenario-Based Machine Learning (SBML)

A breakthrough in portfolio optimization:

  • Investors can directly target the balance sheet metrics that matter most — within the constraints under which they operate
  • Non-linear objectives and constraints are handled natively, without proxies
  • A set of SAAs is produced that best satisfies institutional objectives, rather than approximating these objectives
  • Results are delivered faster, more targeted, and within existing processes

To find out more

Download brochure

Client Impact

"As insurers face increasingly complex challenges in managing their investment portfolios, we recognize the importance of providing robust, innovative, technical solutions that keep pace with evolving regulatory change and enhance our competitive edge in the market."
Russell Lee, Head of Global Insurance Solutions, M&G

The GLASS Advantage at a Glance

 

One platform, many possibilities

ALM, SAA, risk modelling, and reporting in one integrated environment.

Consistency across use cases

Assets, liabilities, climate risk, and solvency all use consistent scenarios.

Future-ready innovation

PRISM enhances portfolio optimization studies, outperforming traditional techniques.

See GLASS in Action

Whether you’re an insurer aiming for solvency resilience, a pension fund balancing liabilities and growth, or an asset manager optimizing under uncertainty — GLASS puts clarity, control, and confidence at your fingertips.

Request a demo

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