At the core of asset liability management is the concept of scenario analysis. This technique allows us to project how the assets, liabilities and all related variables will develop over time given different economic scenarios. 

Since these economic scenarios are such a key component of the ALM analysis, a significant part of our research capacity is allocated to the continuous improvement of our scenario generator.

Ortec Finance recently released its revolutionary Dynamic Scenario Generator (DSG). DSG is unique in its ability to support strategic-, implementation-, and monitoring decision making at different frequencies, while at the same time able to describe all unique characteristics of the real world empirical behavior. Through these unique features, our economic scenarios are highly suitable for integral strategic risk management for institutional investors. DSG is licensable for integration in proprietary models or in third party software.