Is your company challenged with managing complex asset-liability decisions in the face of low yields, inflation, higher volatility, climate related risks and the increasing uncertainty in economic markets?
We work with institutional investors globally, providing forward-looking simulation software to enhance strategic risk management and investment decision-making. Our software enables decision makers to optimize investment strategy for multiple metrics and horizons while taking into account the solvency framework, liabilities and risk appetite. We leverage decades of institutional expertise by using broad, granular asset modeling and dynamic investment strategies & hedging overlays, powered by our superior real-world scenarios.
Our Solutions
Our software provides dynamic ALM analyses for strategy evaluation, and multi-period SAA optimizations. It provides efficient insights with respect to your Capital Risk Management framework, your business and investment policies, delivered via flexible reporting and analytics designed to support investment decision-making.
Optimizing Insurance Portfolios with SBML: Ortec Finance & M&G Investments
Ortec Finance partnered with M&G Investments to pilot its new Scenario-Based Machine Learning (SBML) approach—designed to optimize complex, constraint-driven portfolios within a stochastic modeling framework using the GLASS platform.
GLASS for InsuranceAn Asset and Liability Management Solution for Insurers and Investment Manager GLASS is a comprehensive balance sheet management solution specifically tailored for life, nonlife, and composite insurers. Its flexible modular structure allows it to be deployed across your investment, actuarial, and risk management functions, as well as at a consolidated level for ALM and SAA applications. This enables seamless alignment of key areas and processes, leading to improved financial decision making and reporting. GLASS is based on advanced technology, backed by a dedicated and experienced team of researchers, developers, and insurance industry experts. |
Economic Scenario GeneratorRealistic scenarios for investment decision-making, risk management and capital calculations Our Economic Scenario Generator integrates short-, medium- and long-term investment horizons consistently across all asset classes and economies. Investment and risk management applications like ALM, SAA, ORSA, ECAP can now be served with a single model.
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Download our latest white paper: Learn how our Scenario-Based Machine Learning (SBML) approach enables insurers to optimize complex objectives by training AI on thousands of simulated scenarios, uncovering high-performing portfolios traditional methods might miss. Discover how AI-driven scenario analysis is transforming insurance portfolio management.
We have been implementing and continually developing our Climate & ESG Solutions for more than 5 years. We combine software and deep consulting expertise to develop our clients’ understanding and enable them to effectively integrate climate risks and opportunities into their investment decision-making.
ClimateMAPSMaps portfolio risk and opportunities using advanced climate scenarios ClimateMAPS generates forward-looking risk-return analytics to map a portfolio’s exposure to climate risk and opportunities. The solution is independent and distinctive, has comprehensive risk coverage and is customizable to client-specific assumptions. It can be widely utilized by financial institutions, ranging from investigating the financial impacts of different climate pathways to reporting to stakeholders in line with TCFD recommendations. |
Want to discover how our solutions enhance strategic risk management and investment decision-making?
Insurance whitepapers
Trade Wars: A geopolitical stalemate? What’s next for Institutional Investors?
The first ten days of April 2025 will likely be etched in economic history as one of the most volatile and uncertain periods we’ve seen in decades.
REPORT: AI in Insurance Strategic Asset Allocation: Are You Ready for the Next Disruption?
The rapid rise of artificial intelligence (AI) is transforming the institutional investment industry. But what returns can insurers and their third-party managers expect from integrating AI into the strategic asset allocation (SAA) process? What tangible benefits can it deliver?
Stress Testing your Balance Sheet in the Global Trade War Era
As a follow-up from "Trade wars: A geopolitical stalemate? What’s next for Institutional Investors?", our latest whitepaper, Stress Testing Your Balance Sheet in the Trade War Era: Is your investment portfolio built to weather today’s geopolitical shocks?, explores how institutional investors can strengthen portfolio resilience using a combination of stochastic and deterministic stress testing.
Interested to see more, see our insurance and climate related insights.
Client Story
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M&G
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a.s.r.
Optimizing Insurance Portfolios with SBML: Ortec Finance & M&G Investments
Ortec Finance partnered with M&G Investments to pilot its new Scenario-Based Machine Learning (SBML) approach—designed to optimize complex, constraint-driven portfolios within a stochastic modeling framework using the GLASS platform.
Traditional methods struggle with non-linear regulatory constraints, often delivering sub-optimal results. SBML overcomes this by integrating these constraints directly into the optimization process. In this case, it optimized Mean Surplus vs. CVaR 5% Surplus, while constraining Market Risk SCR Charge—uncovering more efficient portfolios than both the current strategy and traditional models.
GLASS as an economic scenario integrator
a.s.r. is a Dutch insurance company with a portfolio of brands such as a.s.r., De Amersfoortse, Ditzo, Europeesche Verzekeringen, and Ardanta.
The company offers a broad range of financial products in the field of non-life, life and income protection insurance, collective and
individual pensions, health insurance, travel and leisure insurance, and funeral insurance.
As an investor, a.s.r. is involved in real estate development and operations, amongst other things. Neal Hegeman, Head of Investment
Strategy & Research at a.s.r., explains to us how GLASS supports a.s.r. in making strategic investment decisions.
A few of our customers
Contact
Hamish Bailey
Managing Director UK, Head of Insurance & InvestmentRelated Insights
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08 July 2025PRESS RELEASE: AI role insurer’s investment strategy is growing rapidly, study showsInsurers boost AI budgets to reshape investment strategy. Global study reveals key trend. See how AI is transforming asset allocation.
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08 July 2025Quarterly Scenario webinar - 'How might investors manage ongoing policy uncertainty as the new normal?'Join us on July 24 for our Q2 webinar where our in-house expert Tom Janssen will be guiding you through our Quarterly Scenario outlook ‘How might investors manage ongoing policy uncertainty as the new normal?’ and Patrick Tuijp will discuss balance sheet stress testing in the global trade war era as our special topic.
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07 July 2025In-House Student Day: Thursday September 19, 2024 - RotterdamCalling all students! Join us for an unforgettable day of insights and inspiration at our exclusive In-House Student Day.
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26 June 2025PRESS RELEASE: Insurers intensify focus on stress testing, scenario modelling and asset liability managementPress release: Insurers ramp up investment in stress testing and scenario modelling. Global study highlights rising ALM budgets and outsourcing trends.
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17 June 2025PRESS RELEASE: Insurers boost private assets allocations as capital increasesPress release: Insurers plan to boost private asset allocations in 2025. Global study reveals key trends and barriers in transparency and reporting
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16 June 2025Ortec Finance appoints Michelle Li as Head of AustraliaMichelle Li will oversee the day-to-day operations of the Australian business while continuing to lead its local investment performance team.
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13 June 2025How scenario analysis and balance sheet simulation can help in a volatile marketInsurers: Tackle market volatility with scenario analysis and balance sheet simulation. Sander Dekker explains how to strengthen strategy and solvency.
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10 June 2025Optimizing Insurance Portfolios with SBML: Ortec Finance & M&G InvestmentsOptimizing Insurance Portfolios with SBML: Ortec Finance & M&G Investments
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06 June 2025Ortec Finance ranked in RiskTech top 50 AI by Chartis ResearchChartis Research names Ortec Finance in RiskTech AI 50 2025 for excellence in machine learning and GenAI in finance. Read the full report.