Sunday 11 October 2020

Webinar 3: Long-term scenario modeling for investors

Seminar

For the third installment of our webinar series we are pleased to welcome Hens Steehouwer, Head of Research at Ortec Finance.

Investors must make decisions in an increasingly uncertain world. In addition to ‘traditional’ economic and financial risks, the impact of monetary and fiscal stimulus, demographics, low interest rates, the Covid-19 pandemic and climate change all combine to create a challenging investment environment. This is exceptionally true for those who must maintain a long-term investment horizon.

On 3 November at 14:00 CET, Hens Steehouwer will present on how practitioners can benefit from academic research to build and apply scenario models which will help them efficiently cope with these uncertainties. He will illustrate how this is done in an integrated way, to support investment decision making.

Macroeconomic scenarios are used by financial institutions to support important strategic policy decisions, for example on optimal strategic asset allocation. The scenarios are used to model the fundamental uncertainty about the future state of the economy that will effect the outcomes of the policy decisions in terms of the objectives and constraints of the various stakeholders.

About the speaker

Hens is Head of Research at Ortec Finance. He holds a PhD from the Free University of Amsterdam and his book “Macroeconomic Scenarios and Reality: A Frequency Domain Approach for Analyzing Historical Time Series and Generating Scenarios for the Future” laid the foundations for the risk modeling technology of Ortec Finance as used by investors around the world. Hens is affiliated with the Econometric Institute of the Erasmus University Rotterdam and lectures at various universities and in professional education programs. His research interests include time-series and frequency domain analysis, dynamic factor models, business and financial cycles and scenario analysis.

Register for the webinar via: https://zoom.us/webinar/register/8115960367874/WN_-FTQC-2XSHusaa1rofBUgg