Model the illiquidity effects of private asset portfolios and from a broader multi-asset portfolio perspective.
The illiquid nature of private markets has effects that go beyond private asset portfolios – it impacts the total portfolio as well.
GLASS helps pension funds, insurers, sovereign wealth funds, endowments and asset managers gain a comprehensive view of liquidity risk, both within their private asset portfolios and across the entire balance sheet, by integrating private asset cash flows and liability commitments.
Strategically manage private asset investments. Holistically assess and mitigate their risks.
Inform private asset investment decision-making
Use GLASS to:
Assess total portfolio resilience and liquidity risk exposure under various scenario-based outcomes
Measure portfolio liquidity across a range of commitment pacing strategies over a specified time horizon
Illustrate the impacts and changes in total portfolio net cashflow under varying level of commitments to private markets
Determine future capital commitments dynamically to ensure alignment with specified targets or limits
Analyze the probability of strategic asset allocations deviations and their associated risks.
Effectively incorporate private assets in your investment strategies
Combine with GLASS’s wider ALM capabilities to:
Total balance sheet assessment
Evaluate private asset risk/return profile in the context of an investor’s total balance sheet.
Portfolio optimization
Optimize a portfolio’s exposure to private markets by considering its risk/return profile, liquidity, allocation, and rebalancing risks.
Strategy design
Facilitate dynamic commitment strategies based upon our proprietary methodologies.
Our private asset insights
Webinar: Private asset modelling to support strategic asset allocation
- Explore more effective approaches to modelling private asset classes in support of strategic asset allocation (SAA) decisions in this 30 minute webinar, as part of our Private assets in focus: Navigating investment decisions series.
Whitepaper: Solving the illiquidity problem with CaLPERS
- In a joint whitepaper developed with the California Public Employees' Retirement System (CalPERS), we utilized our proprietary ALM model to help capture liquidity dynamics as both the organization and its membership base mature.
Additional Ortec Finance private asset capabilities
In addition to pacing and liquidity risk management, we offer a range of capabilities across risk and return scenario modelling, asset liability management, climate scenario analysis and performance attribution to help pension funds, insurance companies, sovereign wealth funds, and asset managers navigate the complexities of this important asset class, in recognition of its key differences from publicly listed markets.
Contact
Marnix Engels
Managing Director Pension Strategy
Linda Hooft
Managing Director Insurance solutionsRelated Insights
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29 October 2025Quarterly Outlook: Q2 2025The outlook is based on the Ortec Finance Economic Scenario Generator (ESG) and offers our perspective on recent developments in the economy and capital markets.
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29 October 2025Supporting private assets investment decisions with GLASS’ private assets pacing and liquidity risk managementLearn how Ortec Finance’s GLASS’ pacing and liquidity risk capabilities can support private asset investment decisions.
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29 October 2025Supporting private assets investment decisions with risk and return scenario modellingLearn how Ortec Finance’s risk and return scenario modelling capabilities can support private asset investment decisions.
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29 October 2025Supporting private assets investment decisions with PEARL’s performance measurement and attributionLearn how Ortec Finance’s performance measurement and attribution capabilities can analyze private asset investment decisions.
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29 October 2025Empowering investment decisions across private assetsLearn how Ortec Finance’s range of scenario modelling, risk management and performance attribution capabilities can support private asset investment decisions.
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29 October 2025Supporting private assets investment decisions with ClimateMAPS’ climate scenario analysis
Learn how Ortec Finance’s climate scenario analysis capabilities can support private asset investment decisions.
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27 October 2025Quarterly Pensions Investments ReviewThe Quarterly Pensions Investments Review is a comparison in expected risk and investment return.
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23 October 2025The Case for Sophisticated ALM Models in EU Life Insurance Investment StrategyLife insurers face rising ALM complexity. Advanced models like SBML boost solvency, capital efficiency & innovation—spreadsheets fall short.
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23 October 2025Webinar recording: Private asset modelling to support strategic asset allocation
Watch out webinar to explore more effective approaches to modelling private asset classes in support of strategic asset allocation (SAA) decisions