At the heart of asset liability management lies the concept of scenario analysis. This concerns projecting how the assets and liabilities will develop over time given numerous scenarios of all relevant risk drivers. While the techniques behind scenario analysis are incredibly complex, our models display final results in a remarkably simple and straightforward fashion.

Ortec Finance's Real World Dynamic Scenario Generator (DSG) relies on robust technology developed over the past twenty years. Our extensive experience in this area and large client base has made us one of the leading providers of economic scenarios. Our current research focuses on modeling long-term trends, business cycles, time-varying volatilities and correlations, and non-normal distributions.

Ortec Finance licenses DSG as a stand-alone Windows application and embedded in other Ortec Finance products. We can also provide you with periodical scenario sets, including additional sets with adjusted interest curves, volatilities, etc. We can generally deliver very specific or customised scenario sets at short notice.