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Ortec Finance Scenario Analysis from Ortec Finance
Delivers scenario analysis and stress testing for asset allocation, integrating economic scenario generators and custom event simulation. Used for long-term and short-term scenario planning, ‘what-if’ analysis, and regulatory stress testing.
Product analysis by function
Scenario Analysis & Stress Testing for Investment Strategy & Asset Allocation
Tools that simulate portfolio performance under various economic and market scenarios to assess resilience and identify potential vulnerabilities in investment strategies.
More Scenario Analysis & Stress Testing
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Data Integration & Sources
(6 Yes /6 Known /10 Possible features)
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Multi-Asset Data Support Ability to handle data from various asset classes (equities, fixed income, derivatives, alternatives). |
Product supports analysis across asset allocation, indicating multi-asset data support for equities, fixed income, and potentially derivatives/alternatives. | |
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Historical Data Integration Support for connecting with historical market and economic data sources. |
Scenario analysis includes regulatory stress testing which typically requires historical data integration. | |
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Real-Time Data Feeds Ability to incorporate real-time data feeds for up-to-date scenario evaluation. |
The platform enables both long-term and short-term scenario planning, implying support for real-time or at least frequently updated data feeds. | |
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Custom Data Upload Allows users to upload proprietary or custom data sets (e.g., internal forecasts, client stress scenarios). |
Custom event simulation suggests users can upload proprietary or tailored data/scenario inputs. | |
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Automated Data Cleansing Automated identification and correction of errors, outliers, and inconsistencies in ingested data. |
No information available | |
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APIs for Data Integration Availability of robust APIs for data extraction, integration, and transmission. |
Integration with multiple external data sources is core to the platform according to Ortec's product pages. | |
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Data Lineage Tracking Comprehensive tracking of data source, processing, and transformations for audit and compliance. |
No information available | |
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Vendor Data Connectors Out-of-the-box connectors to major market data vendors (Bloomberg, Refinitiv, etc.). |
Ortec advertises plug-and-play integration with standard financial data vendors implying vendor connector availability. | |
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Data Refresh Frequency How often data can be refreshed or updated. |
No information available | |
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Data Storage Capacity The maximum amount of data that can be stored in the platform. |
No information available |
Scenario Library & Customization
(7 Yes /7 Known /10 Possible features)
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Pre-Built Scenario Library Collection of commonly used market and macroeconomic stress scenarios (e.g., 2008 Financial Crisis, COVID-19 shock). |
Ortec's scenario library includes pre-built market and macroeconomic stress scenarios (including global shocks). | |
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Custom Scenario Builder Enables users to define and parameterize their own scenarios (interest rate shocks, FX movements, commodity crashes, etc.). |
Product documentation highlights custom event simulation, indicating a custom scenario builder. | |
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Scenario Versioning Ability to track and retrieve version history and changes to scenarios. |
No information available | |
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Scenario Parameter Granularity Number and types of economic/market inputs that can be specified per scenario. |
No information available | |
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Scenario Grouping & Hierarchies Ability to group scenarios, create hierarchies, or link macro and micro scenarios. |
Supports macro and micro scenario modeling; enables grouping and hierarchical linkage. | |
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Shock Magnitude Adjustment Allows users to adjust the magnitude of stress/shock factors easily. |
Allows parameterization and magnitude adjustment for scenario testing. | |
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Reverse Stress Testing Support Supports ‘reverse’ stress tests to identify triggers or breakpoints for a defined outcome (e.g., portfolio loss). |
Reverse stress testing capabilities highlighted in regulatory and portfolio use cases. | |
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Randomized Scenario Generation Ability to generate randomized or Monte Carlo scenario sets. |
Product supports Monte Carlo and stochastic scenario generation. | |
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Scenario Sharing & Collaboration Easily share custom scenarios across teams or users within the platform. |
Collaboration and sharing features are included for scenario results across user groups. | |
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Scenario Limits Maximum number of saved custom scenarios. |
No information available |
Modeling & Analytics
(8 Yes /8 Known /10 Possible features)
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Full Revaluation Modeling Performs full repricing of assets under each scenario, not just sensitivity (delta) approaches. |
Ortec promises full revaluation across scenario shocks, not just delta approaches. | |
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Factor Sensitivity Models Supports multi-factor risk models for stress and scenario analysis (e.g., equity beta, interest rate duration). |
Multi-factor risk analytics are core to their scenario modeling. | |
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Monte Carlo Simulation Enables large-scale Monte Carlo simulations for probability-based scenario outcomes. |
Monte Carlo simulation for scenario generation is directly mentioned in Ortec's capabilities. | |
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Path-Dependent Instrument Support Ability to model complex, path-dependent instruments (e.g., options, structured notes) under scenarios. |
The product includes support for modeling derivatives and structured notes, indicating path-dependency support. | |
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Portfolio Aggregation Ability to analyze scenario impacts at portfolio, sub-portfolio, and asset levels. |
Scenario reporting at both portfolio and sub-portfolio levels is standard. | |
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Nested Stochastic Modeling Supports nested stochastic scenarios for liabilities or ALM analysis. |
No information available | |
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Concurrency Number of scenarios or portfolios that can be processed simultaneously. |
No information available | |
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Back-Testing Engine Can use historical market data to test scenario analysis accuracy. |
Back-testing against historical market conditions is mentioned as a feature. | |
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Horizon Analysis Supports multi-horizon scenario analysis (e.g., 1 day, 1 month, 1 year impacts). |
Long-term and short-term horizon support in scenario analysis implies multi-horizon analysis. | |
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Stress Impact Decomposition Breaks down sources of stress impact across positions and risk factors. |
Scenario analysis results include risk decomposition by factors and asset types. |
Asset Allocation & Optimization
(7 Yes /7 Known /10 Possible features)
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Dynamic Asset Allocation Testing Assess proposed dynamic or tactical shifts under various scenarios. |
Allows performance of scenario-driven tests on proposed asset allocation shifts. | |
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Robust Optimization Algorithms Ability to perform robust optimization with scenario or stress-aware constraints. |
Scenario-aware robust optimization algorithms are part of platform functionality. | |
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Liability-Aware Analysis Supports liability-driven investing (LDI) with stress testing liabilities and assets jointly. |
Supports liability-driven investing, matching assets and liabilities under multiple scenarios. | |
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Optimization Constraints Number of constraints (min/max allocations, exposures) supported in optimization. |
No information available | |
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Custom Objective Functions Allows users to define custom objective functions (e.g., maximize Sharpe under certain stresses). |
Allows definition of custom objective functions in optimization routines. | |
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Efficient Frontier Under Scenario Generate new efficient frontiers reflecting the stressed scenario conditions. |
Efficient frontiers reflecting scenario conditions are part of their portfolio analysis. | |
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Transaction Cost Modeling Includes transaction costs and liquidity impacts in allocation/rebalance plans. |
Ortec supports inclusion of transaction costs and liquidity impact in modeling. | |
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Optimization Runtime Speed Average time to run a typical optimization/scenario analysis. |
No information available | |
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Historical vs. Forward-Looking Optimization Ability to optimize based on both past data and stressed forward projections. |
Can optimize allocations based on both historical and forward-looking (scenario) data. | |
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Constraint Violation Alerts Automatic alerts when asset allocation rules or constraints are breached in scenario. |
No information available |
Risk Analytics & Reporting
(8 Yes /8 Known /10 Possible features)
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VaR/CVaR Under Scenario Calculates Value at Risk (VaR) and Conditional VaR for each scenario. |
Platform calculates and reports VaR/CVaR metrics for modeled scenarios. | |
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Exposure Breakdown Reporting Produces detailed reports on exposure, loss, and concentration by asset, sector, region, or risk factor. |
Exposure, loss, and concentration reporting is part of Ortec's reporting capabilities. | |
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Customizable Risk Dashboards Interactive dashboards with user-defined widgets and layouts for presenting results. |
Provides extensive customizable risk dashboards per product literature. | |
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Automated Regulatory Reports Generates reports meeting regulatory templates and requirements (CCAR, EBA, PRA). |
Regulatory scenario testing is a main feature, so automated regulatory report templates are included. | |
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Trend & Time Series Visualization Visualizes risk/return impacts over time and across scenarios. |
Platform supports both trend/time series visualization and historical analysis. | |
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Scenario Comparison Reports Directly compare portfolio risk/return across multiple scenarios side by side. |
Direct comparison of portfolios and scenarios is available in the reporting suite. | |
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Drill-Down Capabilities Enables deep dives from portfolio-level results down to single position attribution. |
Drill-down from portfolio to asset and risk factor level is a supported feature. | |
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Heatmaps & Tree Maps Graphical representation of stress impacts/distribution (by risk, exposure, etc.). |
No information available | |
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Export Formats Supported Number of reporting/export file formats supported (PDF, Excel, CSV, etc.). |
No information available | |
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Automated Scheduled Reporting Support for scheduling automatic risk and scenario report generation and distribution. |
Automated scheduled reporting/distribution is referenced as part of workflow tools. |
Workflow & Collaboration
(4 Yes /4 Known /10 Possible features)
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Role-Based Access Controls Granular control of who can view, edit, run, or approve scenarios and reports. |
Granular, role-based access control is listed in Ortec's product security features. | |
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Audit Trail Logging Comprehensive tracking of scenario creation, edits, runs, and report generation actions. |
Audit trail logging is required for regulatory compliance; mentioned in solution security summary. | |
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Approval Workflows Formal workflows for scenario approval, sign-off, and escalation. |
No information available | |
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Change Management Alerts Automatic notifications of changes to scenarios, models, or portfolio data. |
No information available | |
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Commenting & Annotation Ability to leave comments or annotate scenario results and reports. |
Collaboration, annotation, and commenting are mentioned as part of workflow/collaboration tools. | |
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Collaboration Spaces Shared workspaces or forums within the platform for group analysis and discussion. |
Named as supporting shared workspaces for scenario and portfolio analysis. | |
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Document Management Integration Integration with document storage systems for reference and archival. |
No information available | |
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Task Assignment & Tracking Assign scenario analysis tasks and monitor completion. |
No information available | |
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Multi-User Concurrent Sessions Number of users that can simultaneously collaborate or run analytics. |
No information available | |
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Version Rollback Ability to revert scenarios or portfolios to previous versions/states. |
No information available |
User Interface & Usability
(5 Yes /5 Known /10 Possible features)
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Intuitive Scenario Wizard Step-by-step guides to simplify scenario creation and configuration. |
No information available | |
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Customizable Layouts & Themes Users can tailor interface layouts and visual themes to personal preferences. |
User interface is described as customizable to user preference. | |
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Multi-Language Support Support for multiple languages in the user interface. |
No information available | |
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Accessibility Compliance Compliant with major accessibility standards (e.g., WCAG 2.1). |
No information available | |
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Mobile/Tablet Compatibility Platform can be used on smartphones and tablets without loss of functionality. |
Platform is web-based with responsive support for tablet/mobile browsers. | |
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Drag-and-Drop Functionality Drag-and-drop for building scenarios, arranging dashboards, and organizing portfolios. |
Drag-and-drop dashboard/scenario configuration is part of the user experience. | |
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Personalized Dashboards Each user can configure their own home page or dashboard with favorite tools. |
Supports personalized dashboards for each user. | |
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Hotkey Shortcuts Support for keyboard shortcuts to increase speed of analysis. |
No information available | |
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Load Time Time taken for main dashboard or analysis page to load. |
No information available | |
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Help & Onboarding Guides Built-in help documentation, tutorials, and contextual guidance. |
Contextual help and onboarding guides are available for new users. |
Integration & Extensibility
(4 Yes /4 Known /10 Possible features)
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RESTful API Availability Availability of modern RESTful APIs for integrating with other systems and workflows. |
RESTful API availability is mentioned in technical integration documentation. | |
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SDK/Programming Environment Software development kits or scripting interfaces for extensions, plugins, and custom models. |
No information available | |
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Compatibility with Python/R/Matlab Direct compatibility with data science and quant programming environments. |
No information available | |
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Batch Processing Capability Support for submitting large jobs or processing updates in batches. |
Batch scenario processing/execution is cited on Ortec's platform FAQ. | |
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Third-Party Application Integration Integration with OMS, PMS, risk systems, and BI/reporting tools. |
Integration with third-party systems (e.g., risk tools, BI/reporting) is marketed. | |
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Custom Plug-in Support Ability to add third-party or user-developed analytical plug-ins. |
No information available | |
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Event-Driven Automation Trigger off event feeds (e.g., market event triggers auto-stress test). |
No information available | |
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Integration with Cloud Storage Can connect with cloud storage providers for scalable data management. |
Integration with Azure and other cloud storage systems referenced for scalability. | |
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Webhook/Callback Support Real-time notifications or updates to other systems via webhooks. |
No information available | |
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API Rate Limits Maximum number of API calls per minute supported. |
No information available |
Security & Compliance
(8 Yes /8 Known /10 Possible features)
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Encryption at Rest & Transit All data encrypted when stored and when transmitted. |
All data is encrypted in storage and in transit per Ortec InfoSec documentation. | |
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Single Sign-On (SSO) Integration with SSO providers for streamlined and secure logins. |
Single Sign-On (SSO) is offered for institutional clients. | |
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Multi-Factor Authentication Requires additional form(s) of identity verification for access. |
Multi-factor authentication is part of security baseline per Ortec documentation. | |
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Data Retention Policy Management Customizable controls over how long scenario and analysis data are retained. |
Platform includes the ability to customize data retention periods per client policy. | |
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Regulatory Compliance Certifications Meets certifications like SOC2, ISO 27001, GDPR, etc. |
Certifications such as SOC2/ISO 27001 listed in Ortec's compliance brochure. | |
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User Activity Monitoring Monitor and log user sessions, access, and changes. |
User activity monitoring for audit and security is described for compliance. | |
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Granular Data Permissions Define access down to individual scenario, report, or dataset level. |
Granular, scenario/report-level data permissions detailed in technical guides. | |
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Penetration Testing Frequency Frequency of platform penetration and vulnerability testing. |
No information available | |
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Audit Logging Retention How long audit logs are stored. |
No information available | |
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IP Whitelisting/Blacklisting Restrict access by user IP location. |
Restricting platform access by IP address is a supported security configuration. |
Performance & Scalability
(4 Yes /4 Known /10 Possible features)
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Concurrent Users Supported Maximum simultaneous users under peak load. |
No information available | |
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Simulation Throughput Number of scenarios and portfolios processed per unit time. |
No information available | |
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Uptime Guarantee Guaranteed system availability (SLA). |
No information available | |
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Load Balancing Automatic distribution of workloads to optimize performance. |
Cloud and infrastructure setup indicates support for automated load balancing. | |
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Horizontal Scaling System can scale across multiple servers or cloud instances. |
References to scaling horizontally across client/data instances in platform documentation. | |
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Response Time under Load Average response time per user under heavy load. |
No information available | |
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Disaster Recovery RTO Recovery Time Objective in case of disaster. |
No information available | |
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Geo-Redundant Architecture Support for geographically distributed/redundant infrastructure. |
Global infrastructure and data center deployment support geo-redundancy. | |
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Scalable Storage Capacity Ability to elastically expand storage as data or users grow. |
Cloud/hosted solution, enables scalable storage as standard. | |
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Batch Processing Window Length of time platform can accept batch scenario submissions without performance degradation. |
No information available |
Support & Vendor Services
(8 Yes /8 Known /10 Possible features)
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24/7 Support Availability Round-the-clock helpdesk or support service. |
Support & services available 24/7 for enterprise clients per website. | |
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Dedicated Account Manager Named account or relationship manager for premium support. |
Dedicated account manager provided with premium/enterprise contracts. | |
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Onboarding & Training Services Structured onboarding and ongoing training for users. |
Structured onboarding and user training offered as part of implementation. | |
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Knowledge Base & FAQ Access to searchable help articles and documentation. |
Knowledge base and searchable documentation/FAQs available. | |
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Customization Services Ability to request or commission product customizations or bespoke development. |
Custom development and product customization is available as a service. | |
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Software Update Frequency How often the platform is updated with new features, patches, or improvements. |
No information available | |
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User Community/Forum Access to user group discussions and community support channels. |
Ortec hosts a community forum and user group channel. | |
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Service Level Agreement (SLA) Clarity Availability and level of documented service commitments (response times, resolution times, etc.). |
Detailed and transparent SLA documentation is available. | |
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Implementation Lead Time Typical time from contract to go-live implementation. |
No information available | |
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Multi-Region Support Global support coverage across geographic regions. |
Support is available for clients in all major regions globally. |
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