Benefit from efficient, consistent, realistic and independent scenarios, powered by the frequency domain approach of our Economic Scenario Generator.
Our Economic Scenario Generator integrates short and long investment horizons consistently across all asset classes and economies. Investment and risk management applications like ALM, SAA, ORSA, ECAP can now be served with a single model.
It provides realistic stochastic risk and return scenarios for all relevant time horizons and balance-sheet-level applications in one go, bringing consistency and efficiency to enterprise-wide investment decision-making and risk management.
Its proprietary frequency domain methodology, combined with dynamic factor models, captures the complex realities of financial and economic markets for all horizons and asset classes at any point in time.
Back-testing results indicate a 10% outperformance compared to competing approaches.
Scenarios are available for the end of every month, for horizons from one month to many decades and delivered via the software or scenario file service.
Download real-world scenario brochure Download risk-neutral leaflet
Contact
Hens Steehouwer
Chief Innovation OfficerRelated Insights
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17 April 2024Quarterly Pensions Investments ReviewThe Quarterly Pensions Investments Review is a comparison in expected risk and investment return.
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17 April 2024PRESS RELEASE: Ortec Finance’s 2024 climate scenario update – Key highlightsImpacts of current El Niño anticipated to lower global GDP by 0.25% over the next two years and affect all asset classes
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09 April 2024PRESS RELEASE: Ortec Finance releases integrated economic and climate scenariosFind out more about the industry’s first integrated economic and climate risk management tool.
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04 April 2024Quarterly Scenario Webinar - ‘Buy equities at the top?’Join us on our April 18 webinar where our in-house experts Patrick Tuijp and Sophie Heald will be guiding you through our Quarterly Scenario outlook ‘Buy equities at the top?’.
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26 March 2024Insurers need strategies to manage increasing complexityStudy shows a need for greater transparency and regulatory pressure is driving insurer spending on scenario analysis and stress testing.
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19 March 2024In-House Student Day: Thursday 30 May, 2024 - RotterdamCalling all students! Join us for an unforgettable day of insights and inspiration at our exclusive In-House Student Day.
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13 March 2024Save the date: ‘Barometer’ climate risk workshopClimate risk workshop for pension funds and insurance companies
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12 March 2024WEBINAR: 2024 Ortec Finance Climate ScenariosLearn how to utilize Ortec Finance’s 2024 climate scenarios to help inform investment decisions
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12 March 2024PRESS RELEASE: Insurers ‘increasingly concerned about greenwashing’Global study shows nearly half are very concerned about the issue.