Supporting private assets investment decisions with risk and return scenario modelling

Model the risk and return characteristics of diverse private assets to analyze their implications from a broader multi-asset portfolio perspective.

As allocations to private market investments continue to rise, their bespoke nature warrants a tailored approach to assessing risk and return - enhancing overall risk management.

Our modeling expertise and comprehensive asset class coverage - across public benchmarks and private market data - help pension funds, insurers, sovereign wealth funds, and asset managers analyze their private market portfolios and understand how each unique investment’s risk and return contribute to overall portfolio resilience.

Overcome private market complexities. Apply a data-driven approach to evaluating risk and return.

Analyze the risk and return profiles of different private assets

Apply our proprietary economic scenarios, comprehensive data and any client-specific considerations, to dynamically model private market investments across:

Private assets - SAV - private debt

Private debt

Key metrics: Rating, maturity and spreads

Private assets - SAV - real estate

Real estate

Key metrics: Costs, leverage and premia

Private assets - SAV - infrastructure

Infrastructure

Key metrics: Costs, leverage and premia

Private assets - SAV - hedge funds

Hedge funds

Key metrics: Risk factors, market value and momentum

Private asset s- SAV - private equity

Private equity

Key metrics: Equity and beta outperformance

Design investment strategies that address private market complexities

Combine with GLASS’ wider ALM capabilities to:

Private assets - SAV - total balance sheet assessment

Comprehensively assess risk and return
Evaluate private asset investment decisions in the context of a total portfolio’s risk and return profile.

Private assets - SAV - strategy design

Enhance investment strategies
Optimize a portfolio’s exposure to private markets by considering its risk/return profile, liquidity, allocation, and rebalancing risks.

Private assets - SAV - portfolio optimization

Optimize portfolios
Balance long-term commitments with short-term funding needs, in anticipation of economic headwinds.

Our private asset insights

Webinar: Understanding private assets in the institutional investment landscape

Gain a deeper understanding of the risk/return profile of private assets, as well as key considerations when designing investment strategies in this 30 minute webinar, as part of our Private assets in focus: Navigating investment decisions series.

Access the recording

Webinar: Harnessing scenario-based machine learning (SBML) for private asset investment decisions

Discover how scenario-based machine learning, an innovative approach, can be leveraged to optimize diverse portfolios aiming to increase their private asset allocations in this 30 minute webinar, as part of our Private assets in focus: Navigating investment decisions series.

Learn more

Additional Ortec Finance private asset capabilities

In addition to risk and return scenario modelling, we offer a range of capabilities across pacing and liquidity risk 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.

Pacing & liquidity risk

Climate scenario analysis

Performance attribution