The Singapore Life insurance industry is not only competitive and mature but is also bound by many rules and regulations that are largely driven by the different stakeholders.
For the participating business, the investment portfolio plays a central role in being able to maintain a top position in this market. Given this multi-dimensional complexity, insurance companies use an array of quantitative models to support investment decisions. Qualitative aspects are also integrated into these models. Such as reputational risk, operational aspects, ESG criteria and peer group metrics, all of which can be taken into account when specifying realistic boundary conditions in ALM optimization.
Related Insights
-
03 August 2026Quarterly Outlook: Q3 2026The outlook is based on the Ortec Finance Economic Scenario Generator (ESG) and offers our perspective on recent developments in the economy and capital markets.
-
28 July 2026Webinar: Funding ratio attribution for asset owners under higher interest ratesLearn how to develop a funding/solvency attribution framework that encompasses a comprehensive view of the fund’s performance.
-
28 July 2026Ortec Finance selected by Ostrum Asset Management for its GLASS ALM and PRISM Machine-Learning Optimization toolsOrtec Finance, a leading provider of investment modelling solutions, today announced that Ostrum Asset Management, an expert Insurance and Institutional investment manager and affiliate of Natixis Investment Managers, has selected Ortec Finance’s GLASS ALM and PRISM Machine-Learning Optimization solutions to provide an enhanced investment solutions offering to its insurance and pension clients.
-
27 July 2026Top-down or bottom-up? How should institutional investors manage climate risk?Evaluate the top-down and bottom-up approaches to managing climate risk and examine which is more effective at improving portfolio resilience
-
22 July 2026Article GLASS PRISM: The Evolution of Insurance Asset Portfolio OptimizationFollowing the launch of GLASS PRISM, Ortec Finance attracted significant media attention, with industry publications exploring how the solution is transforming portfolio optimization for institutional investors.
-
20 July 2026Articles GLASS PRISM: A New Standard in Strategic Asset AllocationThe GLASS PRISM launch introduces targeted SAA powered by scenario-based machine learning. Discover what's driving industry attention.
-
18 June 2026Virtual panel discussion #2 (Asia-Pacific): Extending the lens on climate change to capital market assumptionsHear thought-provoking perspectives on climate change’s impact on capital market assumptions, including short and longer-term market pricing dynamics
-
18 June 2026TPA Quick Wins ArticleHow to adopt the TPA framework without fully transitioning to TPA.
-
05 June 2026Strategic Asset Allocation in the “TW-ICS” EraHow Taiwanese insurers can modernize strategic asset allocation and strengthen long-term resilience.