Ortec Finance Scenario Approach
As an insurance company operating in the current challenging financial market environment, it is important that you make informed decisions based on comprehensive understanding of the associated risks. In this context, as an independent specialist Ortec Finance provides a couple of leading-edge solutions - the Ortec Finance Scenarioset (OFS) and the Dynamic Scenario Generator (DSG).
The OFS provides consistent stochastic real-world scenarios for long-term, mid-term and short-term horizons, as opposed to having different scenario models for different applications. For a worldwide asset class coverage it provides risk and return projections that dynamically adjust to the latest economic and financial market circumstances. The DSG is a software application for calibrating and analyzing the OFS and to overlay investor specific views.
The aim of this present paper is to describe the latest version of the Ortec Finance approach to construct dynamic real world stochastic scenarios. For a full description of our quantitative scenario models we refer to the document ‘Scenario Department Paper - Ortec Finance Scenario Approach’ available on the Ortec Finance website.