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Ortec Finance Economic Scenario Generator (ESG) from Ortec Finance
Produces forward-looking capital market assumptions, scenario sets for asset returns, correlations, volatilities, and macroeconomic factors, supporting asset allocation, risk, and ALM studies.
Product analysis by function
Capital Market Assumption Tools for Investment Strategy & Asset Allocation
Specialized modeling software for developing forward-looking return, risk, and correlation expectations across asset classes that serve as inputs to strategic asset allocation models.
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Data Integration & Sources
(8 Yes /8 Known /10 Possible features)
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Multi-Asset Data Connectivity Ability to ingest data from multiple asset classes (e.g., equities, fixed income, real estate, alternatives). |
The product covers a range of asset classes and is designed to generate scenarios for portfolio and ALM studies, implying multi-asset data connectivity. | |
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Live Data Feeds Integration with real-time data feeds for up-to-date market information. |
Documentation and product site reference integration of live data feeds for real-time scenario updates. | |
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Historical Data Coverage Availability and depth of historical market data accessible for modeling. |
No information available | |
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Data Vendor Integration Ability to link to major financial data vendors (Bloomberg, Refinitiv, etc.). |
Integrates with major data vendors; Bloomberg and Refinitiv integration mentioned in documentation. | |
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Custom Dataset Upload Support for uploading bespoke or proprietary datasets. |
Supports custom dataset uploads for proprietary or bespoke data. | |
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Data Mapping & Cleansing Tools Automated tools for mapping, cleaning, and validating large datasets. |
Data mapping and cleansing are referenced as part of onboarding/provisioning processes. | |
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Frequency Handling Capacity to handle and standardize data at different frequencies (daily, monthly, quarterly). |
The system supports modeling over daily, monthly, and quarterly timeframes. | |
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Currency Handling Support for multi-currency data and conversion capabilities. |
Product features include multi-currency support and conversion capabilities. | |
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API Access Provision of APIs for auto data ingestion and integrations. |
Extensive API access available for data ingestion and integrations per technical documentation. | |
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Audit Trails Full traceability regarding source and transformation of input data. |
. | No information available |
Modeling & Assumption Engine
(10 Yes /10 Known /11 Possible features)
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Asset Return Forecasting Ability to project expected returns for various asset classes. |
Direct reference to return forecasting for multiple asset classes in product overview. | |
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Volatility Forecasting Modeling projected volatility for asset classes. |
Volatility modeling and forecasting are core product capabilities. | |
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Correlation Estimation Capacity to estimate and customize asset class correlations. |
Allows estimation and customization of asset class correlations. | |
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Mean Reversion Modeling Modeling long-term mean reverting tendencies for returns/volatility. |
Documentation references mean-reversion modeling, especially in long-term strategic forecasts. | |
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Fat-Tail/Non-Normal Distribution Support Ability to model distributions beyond the normal (e.g., skewness, kurtosis). |
Supports fat-tail and non-normal distribution modeling, including skew and kurtosis. | |
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Scenario Generation Capability to generate and analyze multiple market scenarios based on user inputs or macro drivers. |
Scenario generation based on macro and market variables is a core capability. | |
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Macroeconomic Linkages Modeling relationships between macro variables (inflation, GDP, rates) and asset returns. |
Product models direct linkages between economic variables and asset returns. | |
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Automatic Calibration System-assisted calibration of CMAs to observed market pricing or benchmarks. |
Automatic calibration to market benchmarks or observed prices detailed in technical documentation. | |
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Multi-Horizon Modeling Model projections over multiple investment horizons (e.g., 1Y, 5Y, 10Y). |
Projections over multiple horizons (short, medium, long) are highlighted. | |
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Parameter Sensitivity Analysis Tools to test the impact of changing assumption parameters. |
Parameter and assumption sensitivity analysis tools are available. | |
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Speed of Assumption Update Time taken for recalibrating CMAs after data change. |
No information available |
Optimization & Asset Allocation
(8 Yes /8 Known /10 Possible features)
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Efficient Frontier Modeling Generation of efficient frontiers and trade-off curves. |
Efficient frontier and trade-off curve generation are cited use cases. | |
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Portfolio Optimization Algorithms Support for various optimization techniques (mean-variance, Black-Litterman, risk budgeting). |
Optimization models such as Black-Litterman, mean-variance, and risk budgeting are supported. | |
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Custom Constraints Handling Ability to impose regulatory, ESG, liquidity, and other constraints. |
Handles custom constraints for regulatory, ESG, and liquidity requirements. | |
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Multi-Objective Optimization Optimization based on multiple objectives (risk, return, ESG scores). |
Multi-objective optimization, such as maximizing ESG scores alongside returns, described in use case materials. | |
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Scenario-Based Optimization Run optimization under different what-if macro/market scenarios. |
Scenario-based optimization is referenced in ALM and stress-testing contexts. | |
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Asset Class Granularity Maximum number of asset classes handled per optimization run. |
No information available | |
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Optimization Speed Average time for a full optimization run. |
No information available | |
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Multi-Period Asset Allocation Support for dynamic or glide-path asset allocation approaches. |
Dynamic and glide-path asset allocations are explicitly offered as product features. | |
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User-Defined Views Integration Ability for users to input subjective views for optimization. |
Allows investor subjective views to be integrated into optimization models. | |
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Result Exportability Options for exporting optimization results (Excel, PDF, CSV). |
Export of results to CSV and Excel formats is available. |
Reporting & Visualization
(7 Yes /7 Known /10 Possible features)
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Customizable Dashboards Flexibility to build and customize dashboards for different users/teams. |
Customizable dashboards are referenced for various user types. | |
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Charting Capabilities Variety of graphical outputs (charts, histograms, heatmaps, scenario trees). |
Charting, including scenario trees, histograms and time series plots, is described on main product page. | |
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Assumption Traceability Clear visibility into how assumptions are derived and used. |
Assumption traceability is available to aid audit and model governance, as referenced in compliance support materials. | |
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Interactivity Users can interactively change assumptions and view real-time impact. |
User interactivity and impact visualization is mentioned as a dashboard feature. | |
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Simulation Outputs Visualization of simulation/model outcomes (fan charts, Monte Carlo clouds). |
Simulation outputs including Monte Carlo scenario clouds and fan charts are featured. | |
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White-Label Reporting Ability to generate branded reports and presentations. |
Supports white-label reporting for end-client deliverables. | |
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Automated Report Scheduling Set up reports to auto-generate and distribute on schedule. |
System supports report scheduling and automated delivery according to documentation. | |
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Download Formats Number of file formats supported for output downloads. |
No information available | |
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Annotations/Notes Ability to annotate charts and reports with notes or rationales. |
No information available | |
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Multi-Language Support Options for reports in multiple languages. |
No information available |
User Management & Collaboration
(7 Yes /7 Known /10 Possible features)
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Role-Based Access Control Fine-grained permissioning for individual users and teams. |
Role-based access control is indicated as a standard admin feature. | |
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Audit Logging Complete logging of user actions and changes for compliance/audit. |
Audit logging for compliance is referenced in system admin resources. | |
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Collaboration Tools Real-time note sharing, discussions, and shared workspaces. |
No information available | |
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Approval Workflows Built-in review and approval process for changing key assumptions or outputs. |
Review and approval workflows for key metric changes are cited compliance features. | |
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User Capacity Maximum number of active user accounts supported. |
No information available | |
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Version Control Tracking and management of different assumption/model versions. |
Version control for models and assumptions is referenced in product guides. | |
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Single Sign-On (SSO) Integration with enterprise authentication standards. |
Single sign-on (SSO) support is documented as a security feature. | |
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User Activity Monitoring Monitoring and reporting of user sessions and activities. |
No information available | |
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Collaboration with External Partners Controlled access and sharing with clients or third-party consultants. |
Collaboration with external partners/clients available through controlled access portals. | |
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Data Room/Document Repository Secure cloud storage for files and documentation. |
Provision of secure cloud-based document repository referenced. |
Scenario Analysis & Stress Testing
(8 Yes /8 Known /10 Possible features)
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Custom Scenario Builder Build bespoke market or macroeconomic scenarios. |
Custom scenario builder for market/macro variables described as a primary feature. | |
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Historical Scenario Replay Replay and analyze past crisis events (e.g., 2008, COVID-19 shock). |
Replay of historical crisis scenarios (e.g. 2008, COVID-19) is described. | |
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Reverse Stress Testing Identify scenarios that would cause portfolio failure or breach risk thresholds. |
Reverse stress testing is supported per risk management product guides. | |
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Multi-Scenario Comparison Simultaneous analysis and comparison of multiple market scenarios. |
Offers simultaneous analysis of multiple scenarios for portfolio review. | |
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Macro Factor Shocks Introduce shocks to macro drivers (rates, inflation) and analyze impact. |
Macro factor shocks and stress-testing are core product capabilities. | |
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Downside/Extreme Event Analysis Assessment of tail risks and low-probability extreme outcomes. |
Explicit support for downside/extreme event analysis and tail risk. | |
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Sensitivity Dashboards Visual dashboards to understand key sensitivities. |
No information available | |
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Fast Scenario Computation Average time to run and present a new scenario simulation. |
No information available | |
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Pre-Built Scenario Libraries Library of pre-defined macro and market scenarios. |
A library of pre-built scenario templates and historical episodes is included. | |
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Scenario Export/Documentation Ability to export scenario specifications and results for audit and review. |
Export and documentation of scenario results are supported for audit/compliance. |
Performance, Scalability & Security
(7 Yes /7 Known /10 Possible features)
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System Uptime SLA Percentage uptime guaranteed by the vendor. |
No information available | |
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Concurrent User Support Maximum number of simultaneous users supported. |
No information available | |
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Calculation Speed Median time required for full assumption modeling and optimization run. |
No information available | |
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Cloud Compatibility Capability to deploy or access securely via cloud infrastructure. |
Primarily delivered as a secure cloud-hosted SaaS solution. | |
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On-Premise Option Available as an installable solution within internal firewalls. |
On-premise delivery options are available for select clients. | |
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Data Encryption (at rest/in transit) Full encryption of data both when stored and transmitted. |
Data encrypted at rest and in transit per standard information security policies. | |
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Multi-Tenancy Support Segregation of data and resources for different clients or teams. |
Multi-tenancy support for client data separation is referenced. | |
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Penetration Testing Certification Regular external security testing and reporting. |
Penetration testing certification and regular third-party security audits described in compliance documentation. | |
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GDPR/Regulatory Compliance Adherence to relevant data privacy, retention, and usage regulations. |
GDPR and regulatory compliance stated in data privacy policy. | |
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Disaster Recovery/Backup Automated backup schedule and recovery protocols. |
Disaster recovery and backup protocols are referenced in SLA. |
Customizability, Extensibility & APIs
(4 Yes /4 Known /10 Possible features)
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Custom Assumption Models Users can build and integrate bespoke modeling assumptions. |
Users can build custom assumption models via configuration and plug-in interface. | |
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Open API Access Rich, documented APIs for both data ingestion and result extraction. |
Rich, documented open API access is available for integration. | |
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SDK Availability Software development kits for developer customization or embedding. |
No information available | |
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Scriptable Workflows Use of scripting languages or formula editors for workflow automation. |
No information available | |
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Modular Architecture Core modules plus optional add-ons/plugins for increased flexibility. |
No information available | |
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Integration with Portfolio Management/Order Systems Ready-to-go interfaces with downstream execution or monitoring systems. |
Integration with external portfolio/order management systems is noted as a feature for institutional clients. | |
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Custom UI Components Build/edit custom user interface components for specific needs. |
No information available | |
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Custom Report Template Design Create and save personalized report formats and templates. |
Personalized report templates can be created and saved for reuse. | |
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Plug-In Marketplace Access Access to a community or marketplace for add-ons/extensions. |
No information available | |
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Script Execution Time Average time to run custom scripts or extensions. |
No information available |
Risk Analytics & Attribution
(8 Yes /8 Known /10 Possible features)
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Multi-Factor Risk Models Incorporate multiple risk drivers and factor models. |
Product includes support for multi-factor risk models including macro and style factors. | |
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Ex-Ante/Ex-Post Risk Reporting Forward-looking (ex-ante) and backward-looking (ex-post) risk analytics. |
Both ex-ante and ex-post risk analytics/reporting features are available. | |
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Historical VaR & Expected Shortfall Calculation and reporting of Value at Risk and ES based on history. |
Can calculate historical VaR and Expected Shortfall as part of risk analytics. | |
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Stress/Scenario VaR Model stress-testing and VaR under defined scenarios. |
Stress and scenario-based VaR is referenced as part of the scenario analysis toolset. | |
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Contribution to Risk Attribution of risk to individual assets or allocations. |
Risk attribution down to asset/allocation levels supported in reporting. | |
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Attribution by Macro Factors Show exposure and risk/return attribution by macroeconomic or style factors. |
Can attribute performance and risk by macro factors (inflation, GDP, etc.). | |
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Risk Reporting Frequency Supported data/reporting periodicity for risk analytics. |
No information available | |
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Drill-Down Analytics Ability to analyze at asset, sector, region, and risk factor levels. |
Drill-down analytics by asset/sector/region/risk factor is included as a reporting feature. | |
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Comparative Portfolio Analysis Compare risk across proposed vs. existing portfolios. |
Comparative portfolio risk analytics are provided. | |
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Visual Risk Heatmaps Graphical display of risk concentrations and hotspots. |
No information available |
Support, Documentation & Training
(10 Yes /10 Known /10 Possible features)
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Dedicated Account Manager Assigned point of contact for support queries and escalation. |
Dedicated account management is included in service level agreements. | |
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24/7 Technical Support Round-the-clock helpdesk availability. |
24/7 technical support referenced for global enterprise clients. | |
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Online Knowledge Base Comprehensive, searchable user manuals and guides. |
Online knowledge base/user documentation is publicly accessible. | |
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Onboarding/Training Programs Structured training sessions and onboarding support. |
Offers comprehensive onboarding and structured training programs. | |
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Release Notes & Change Alerts Regularly published updates on product changes. |
Release notes and system update alerts are issued regularly. | |
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User Community/Forums Access to discussion forums and product user groups. |
Active user community and product forums cited on website. | |
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Custom Training Materials Bespoke training resources tailored to firm workflows. |
Custom training materials tailored to client needs provided as part of solution. | |
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Multichannel Support Support available via email, phone, and chat. |
Multi-channel support including email, phone, and chat is available. | |
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API/Developer Documentation Extensive, well-maintained documentation for technical integrations. |
Comprehensive API and developer documentation is maintained. | |
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User Feedback Mechanism Platform for submitting enhancement requests and feedback. |
Platform for customer feedback and enhancement requests noted online. |
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