Procurement Summary
Country: United Kingdom
Summary: Asset Liability Management Model
Deadline: 12 Sep 2025
Other Information
Notice Type: Tender
TOT Ref.No.: 125405452
Document Ref. No.: DN781589
Financier: Self Financed
Purchaser Ownership: Public
Tender Value: Refer Document
Purchaser's Detail
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Login to see detailsTender Details
Border to Coast offers investment propositions across Public and Private asset classes that deliver investment opportunities and management to our Partner Funds. As part of our strategic plan, we intend to expand our range of services for our Partner Funds. A key capability is to enable us to support Partner Funds with their SAA and Portfolio Construction decisions. Therefore, we aim to procure an Asset Liability Management (ALM) model to support the efficient implementation of these new capabilities. The ALM model will support evaluation of scheme investment strategy and risk management, strategic investment planning, asset allocation, and scenario analysis. The core functionalities and modules of the ALM are expected to include Economic Scenario Generator and Capital Market Assumptions, capable of accurate representation of Partner Funds underlying asset classes and investment strategies, stochastic ALM projections and stress testing, and comprehensive reporting modules. The ALM model will utilize the current scheme actuaries' liability data as input. The contract will cover a 6-year period, followed by a review, with the expectation that if satisfied, the contract will be extended for another 3 years (therefore 9 years in total).
CPV classifications: 48441000 - Financial analysis software package
Documents
Tender Notice