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Managing risk and return through scenario analysis

Investment strategies for Sovereign Wealth Funds

As an independent specialist, Ortec Finance offers a complete and consistent investment simulation software (GLASS) for modeling asset classes and investment strategies based on stochastic economic scenarios, in order to define an efficient investment strategy.

CIO and Investment Boards of Sovereign Wealth Funds should be able to assess the key investment decisions by analysing the relevant risk and return metrics of various (dynamic) investment strategies for appropriate horizons, and test the robustness of these investment strategies under different economic conditions. Furthermore, changes in financial position or market circumstances will over time affect the feasibility of strategic objectives and the risk tolerance. This requires continuous evaluation of the strategy referred to as Strategic Risk Management.

Consistent support for investment decisions

For this purpose, Ortec Finance offers investment simulation software (GLASS), including the Dynamic Scenario Generator for stochastic scenario simulation. This enables replicating integrated long and short term financial and economic risks and returns to support investment decision making and strategic risk management in a consistent way. A more detailed specification of the investment strategy could be supported, e.g. policy analysis to address various allocation and hedging strategies, alternative asset classes, leverage, derivatives, life cycle or target date funds, and more.

GLASS

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.