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Gerelateerde insights
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20 maart 2020Financiële modellen en het coronavirus
De wereld vecht tegen een pandemie, de uitbraak van COVID-19. De impact op onze gezondheid, ons sociale leven, de wereldeconomie en de financiële markten is immens en soms bijna surrealistisch. Regeringen en centrale banken nemen drastische maatregelen die doen denken aan de Global Financial Crisis. We begrijpen hoe uitdagend deze tijden zijn voor onze klanten.
Asset Management / Banken Retail en Private / Onafhankelijke financieel adviseurs / Verzekeraars / Pensioenfondsen / Sovereign Wealth Funds / Wealth Management / Asset allocatie / Asset Liability Management / Climate ESG Solutions / Economic Scenario Generator / Goal Based Planning / Retirement Planning / Strategisch Risicomanagement / Wealth Planning and Monitoring -
17 september 2019A true out-of-sample back-test of the Ortec Finance scenarios
Our economic and asset return scenarios provide information about what the future might look like. But every now and then one needs to look back at how historical scenario sets compare to how reality has unfolded in terms of actual economic and financial market developments. Based on three years of data we evaluated the true out-of-sample quality of the density forecasts as provided by the Ortec Finance scenarios.
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26 september 2017Interactive business cycle chart
Business cycles are one of the defining characteristics of realistic market behaviour (“stylized facts”) in asset prices, yield curves and volatilities, as well as in the broader macro-economic environment. It is therefore important to take business cycles into account when making investment decisions.
Asset Management / Banken Retail en Private / Woningcorporaties / Onafhankelijke financieel adviseurs / Verzekeraars / Pensioenfondsen / Sovereign Wealth Funds / Wealth Management / Asset allocatie / Asset Liability Management / Economic Scenario Generator / Goal Based Planning / Performance Measurement and Attribution / Real Estate Management / Retirement Planning / Strategisch Risicomanagement / Wealth Planning and Monitoring