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Sfeer Solutions

Short and long-term effects of strategic investment decisions

GLASS: Strategic investment and risk management simulation model for institutional investors

GLASS is the Ortec Finance asset and liability scenario model that improves financial decision making for institutional investors, by offering short and long term balance sheet simulations. GLASS is used by our worldwide client base of Pension Funds, Insurance Companies, Asset Managers and Sovereign Wealth Funds.

It facilitates the full Strategic Risk Management process in an integrated way, from ALM analyses to strategy evaluation, including risk management (for instance, by using Risk Navigator). Additionally, it provides extensive possibilities for detailed investment analysis, such as optimization, derivatives, dynamic strategies and risk factor decomposition. GLASS includes the state of the art Dynamic Scenario Generator.

GLASS is based on a total balance sheet approach, meaning that assets, liabilities and all policy instruments are consistently projected into the future, including the modeling of regulatory requirements. This enables the user to understand the risk and return consequences of decisions more clearly.

GLASS facilitates the full Strategic Risk Management process in an integrated way, from ALM analyses to strategy evaluation, including short-term risk management.

Complete Modeling Framework

  • Consistent and flexible modeling of future development of assets and liabilities
  • Monthly and annual simulation frequency
  • High-quality economic scenario generator (DSG) including more than 400 variables covering both public and private asset classes across all major regions
  • What-if capabilities and optimization engine
  • Global coverage on liability modelling
  • Multinational approach enables to aggregate plans with differences in currency, accounting standards (IFRS, IAS, US GAAP and FRS) and regulatory requirements (Solvency II, nFTK, MFR, TLS, etc.)

Software

  • Intuitive user interface to design and run large variety of analytics
  • Full control on all assumptions and advanced reporting possibilities
  • Graphical tools to quickly interrogate results and analyse outcomes

Client-centric

  • User-friendly flexible software, customized to client’s needs