GLASS for Pension Funds

GLASS is Ortec Finance’s ALM and Strategic Risk Management solution. It improves financial decision-making by simulating the short and long-term effects of strategic investment decisions. It facilitates ALM analyses, short-term risk monitoring, the optimization of investment policies and risk factor decomposition.

GLASS is based on a total balance sheet approach, meaning that assets, liabilities and all policy instruments are consistently projected into the future. This way our clients understand the risk and return consequences of their decisions more clearly

Strategic policy framework

Quantify your long and short-term risk-budget and optimize your investment strategy.

Strategic risk management

Manage your strategic risks by monitoring your forward-looking long and short-term risk budgets.

Consistent and granular modeling

Consistent asset and liability modeling with integration of your local regulatory framework. Granular and highly configurable asset class modeling.

Economic Scenario Generator

High-quality Economic Scenario Generator which includes more than 400 variables of both public and private asset classes across all major regions.

Private assets pacing and liquidity

Model the illiquidity effects of private asset portfolios and from a broader multi-asset portfolio perspective. A holistic approach to Strategic Private Assets Planning and Liquidity Risk Management.