Understanding the key drivers of fund performance is critical to institutional investors. This includes monitoring the role of
investment managers, fiduciary managers, investment consultants and others involved in the investment decision process.
Highlighting areas of strength and weakness will sharpen the future investment strategy. Therefore it is crucial that performance
measurement and attribution analysis and reporting is accurate, flexible and, above all, appropriate. The Ortec Finance Investment
Performance Service (IPS) answers to all these needs.
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 ...