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Using ALM and scenario analysis to formulate a solid risk management policy


As an independent specialist, Ortec Finance provides consultancy services and software to help insurers manage the complexity of investment decisions. For insurers, Ortec Finance designs, builds, and applies solutions for (dynamic) risk management, valuing embedded options, and performance measurement and risk attribution. Furthermore, we deliver real world and calibrated risk-neutral scenarios with a state of the art risk-neutral Economic Scenario Generator (ESG). We do this for all kinds of insurers, such as life, non-life and health insurers, in both the domestic and global markets.

The insurance sector is undergoing structural changes due to financial, economic and regulatory developments. Insurers have to implement an appropriate (investment) strategy to find the right balance between interests of various stakeholders. This is central to a good strategic risk management. After formulating and implementing the strategy, insurers should monitor the actual investment portfolio and ensure it remains in line with the strategic objectives and risk appetite. In addition, a high-quality ex-post performance analysis can help make the right ex-ante decisions. This is laid out in the Ortec Finance Strategic Risk Management framework.

Thorough, effective, and independent

Ortec Finance combines state-of-the-art technologies, the latest academic developments and practical experience to help insurers face these challenges. A long-lasting collaboration with the academic community guarantees that our methodology is well-founded in scientific research, while extensive investments in understanding the needs of our clients further ensure a smooth and practical application of our advanced decision-support software. We value our independence, which ensures we can provide the best level of support to our clients, and hence refrain from any activities that could cause conflicts of interest (e.g. manager selection).

Ortec Finance Strategic Risk Management framework.

Structural financial, economic and regulatory developments force insurers to have a framework for continuous and consistent investment and risk management.


GLASS is an asset and liability scenario solution that improves financial decision making by simulating the short and long-term effects of strategic investment decisions.

Risk neutral scenarios

Risk-neutral valuation techniques are the standard in the financial industry to determine the market value of financial options. Ortec Finance provides risk-neutral scenarios for accurate, fast and robust valuations of profit sharing and return guarantees in insurance products.

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Friday, June 10, 2016

Testimonial Yarden

Interview with Kenan Tastan, Actuary and Financial Risk Manager at Yarden

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