Ortec Finance has announced the launch of GLASS PRISM, a new tool designed to support strategic asset allocation (SAA) for institutional investors. The solution is based on the firm’s Scenario-Based Machine Learning (SBML) methodology.
The launch comes as investors face ongoing market volatility, macroeconomic uncertainty, and increasingly complex investment objectives. Traditional SAA approaches, often based on static assumptions and linear models, have faced limitations in addressing these conditions.
According to the company, GLASS PRISM applies machine learning within a multi-scenario framework to support forward-looking portfolio design. The tool is intended to help investors evaluate asset allocation strategies under different potential market environments.
“Strategic asset allocation is the most important investment decision institutions make, yet many tools still lack a targeted approach to optimizing SAA’s,” said Linda Hooft, Managing Director Insurance Strategy at Ortec Finance. “GLASS PRISM fundamentally changes that. By combining the accuracy of brute-force methods with the efficiency of advanced optimization techniques, our clients can optimize asset portfolios based on any objective or constraint required.”
The company states that, compared with traditional mean-variance models, the tool enables users to incorporate non-linear and multi-period constraints directly, rather than relying on simplified assumptions. It also allows insurers and other institutional investors to focus on specific balance sheet metrics and generate a range of allocation outcomes aligned with defined objectives.
GLASS PRISM is designed for insurers, pension funds, asset managers, and other long-term investors. It aims to streamline what is typically a complex and resource-intensive SAA process by integrating scenario analysis and optimization into a single framework.
The solution is being made available globally as part of Ortec Finance’s broader risk and return management offering.
About Ortec Finance
Ortec Finance provides technology and analytical solutions for risk and return management, supporting institutional investors in investment decision-making.
