Our Economic Scenario Generator integrates short and long investment horizons consistently across all asset classes and economies. The methodology applied – a frequency domain approach combined with dynamic factor models – aims to capture complex realities as best as possible.
Periodic back-testing research
How well does our methodology behave in back-tests? After all, a scenario model is as strong as its ability to project future events in a realistic way.Our back-testing results indicate a 10% outperformance compared to competing approaches and models. We see the strongest forecasting performance on a medium-term 3-year horizon.
Besides measuring how well our models perform in terms of expectations, we also back-test the quality of our scenarios for different confidence intervals.
Read more
For more details on our back-test research and how we use the results for calibrating our Economic Scenario Generator, download our short paper.Related Insights
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17 July 2025Preparing for our International Client Conference 2026The biennial global Ortec Finance Client Conference 2026 will span two full thought-provoking days, featuring engaging, innovative sessions.
Asset Management / Banks Retail and Private / Housing Associations / Independent Financial Advisors / Insurance Companies / Pension Funds / Sovereign Wealth Funds / Wealth Management / Asset Allocation / Asset Liability Management / Climate Scenarios Sustainability / Economic Scenario Generator / Goals-Based Investing / Goals-Based Planning / Performance Measurement and Attribution / Real Estate Financial Planning / /Ormetrics/Corporate/Home/Solutions/Real Estate Management / Real Estate Financial Planning / /Ormetrics/Corporate/Home/Solutions/Retirement Planning / Risk neutral scenarios / Strategic Risk Management / /Ormetrics/Corporate/Home/Solutions/Wealth Planning and Monitoring -
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29 July 2025Endowments under pressureUnderstanding Regulatory and Fiscal Risks in the U.S. - Lessons from Harvard.
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22 July 2025Quarterly Pensions Investments ReviewThe Quarterly Pensions Investments Review is a comparison in expected risk and investment return.
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22 July 2025Webinar: Private asset performance attribution to effectively analyze investment decisionsDiscover how performance measurement and attribution frameworks can be adapted to meet the unique characteristics of private assets.
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21 July 2025Ortec Finance includes NGFS Phase V scenarios in its climate scenario analysis solutionLearn more about the latest update to the NGFS-based climate economic and financial datasets within Ortec Finance’s climate scenario analysis solution – ClimateMAPS.
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17 July 2025Preparing for our International Client Conference 2026
The biennial global Ortec Finance Client Conference 2026 will span two full thought-provoking days, featuring engaging, innovative sessions.
Asset Management / Banks Retail and Private / Housing Associations / Independent Financial Advisors / Insurance Companies / Pension Funds / Sovereign Wealth Funds / Wealth Management / Asset Allocation / Asset Liability Management / Climate Scenarios Sustainability / Economic Scenario Generator / Goals-Based Investing / Goals-Based Planning / Performance Measurement and Attribution / Real Estate Financial Planning / /Ormetrics/Corporate/Home/Solutions/Real Estate Management / Real Estate Financial Planning / /Ormetrics/Corporate/Home/Solutions/Retirement Planning / Risk neutral scenarios / Strategic Risk Management / /Ormetrics/Corporate/Home/Solutions/Wealth Planning and Monitoring -
11 July 2025Webinar recording: Using traditional attribution methods to analyze ESG performance
Watch our webinar to learn about a new ESG attribution model designed to help financial institutions integrate ESG impacts into their investment decision-making
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09 July 2025Our perspective on the UK’s Pension Scheme Bill: Five key considerations for LGPS Funds
Explore Ortec Finance’s perspective on five key considerations particularly relevant to LGPS pools in the context of the UK’s largest pension reform.
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06 August 2025Dutch Central Bank updates it climate and nature risk management guide
Read about the DNB’s latest update to its climate and nature risk management guide and how this impacts Dutch pension funds and insurance companies
-
29 July 2025Endowments under pressure
Understanding Regulatory and Fiscal Risks in the U.S. - Lessons from Harvard.
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25 July 2025Quarterly Outlook: Q2 2025
The outlook is based on the Ortec Finance Economic Scenario Generator (ESG) and offers our perspective on recent developments in the economy and capital markets.
-
22 July 2025Quarterly Pensions Investments Review
The Quarterly Pensions Investments Review is a comparison in expected risk and investment return.
-
22 July 2025Webinar: Private asset performance attribution to effectively analyze investment decisions
Discover how performance measurement and attribution frameworks can be adapted to meet the unique characteristics of private assets.
-
21 July 2025Ortec Finance includes NGFS Phase V scenarios in its climate scenario analysis solution
Learn more about the latest update to the NGFS-based climate economic and financial datasets within Ortec Finance’s climate scenario analysis solution – ClimateMAPS.
-
17 July 2025Preparing for our International Client Conference 2026
The biennial global Ortec Finance Client Conference 2026 will span two full thought-provoking days, featuring engaging, innovative sessions.
Asset Management / Banks Retail and Private / Housing Associations / Independent Financial Advisors / Insurance Companies / Pension Funds / Sovereign Wealth Funds / Wealth Management / Asset Allocation / Asset Liability Management / Climate Scenarios Sustainability / Economic Scenario Generator / Goals-Based Investing / Goals-Based Planning / Performance Measurement and Attribution / Real Estate Financial Planning / /Ormetrics/Corporate/Home/Solutions/Real Estate Management / Real Estate Financial Planning / /Ormetrics/Corporate/Home/Solutions/Retirement Planning / Risk neutral scenarios / Strategic Risk Management / /Ormetrics/Corporate/Home/Solutions/Wealth Planning and Monitoring -
11 July 2025Webinar recording: Using traditional attribution methods to analyze ESG performance
Watch our webinar to learn about a new ESG attribution model designed to help financial institutions integrate ESG impacts into their investment decision-making
-
09 July 2025Our perspective on the UK’s Pension Scheme Bill: Five key considerations for LGPS Funds
Explore Ortec Finance’s perspective on five key considerations particularly relevant to LGPS pools in the context of the UK’s largest pension reform.