Treasury Portfolio Risk Management System Tender, USA - 49925093

Procurement Summary

Country : USA

Summary : Treasury Portfolio Risk Management System

Deadline : 12 Mar 2021

Other Information

Notice Type : Tender

TOT Ref.No.: 49925093

Document Ref. No. : 21-0116

Financier : World Bank (WB)

Purchaser Ownership : -

Tender Value : Refer Document

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Tender Details

Tenders are invited for IFC Treasury Portfolio Risk Management System.

IFC Treasury Portfolio Risk Management System

· SOLICITATION NUMBER: 21-0116

· ISSUE DATE: Feb 04, 2021

· CLOSING DATE: Mar 12, 2021

· INSTITUTION: IFC

CLOSING DATE AND TIME: MARCH 12, 2021 @ 5.00 PM EST

IFC is seeking the procurement of a Software-as-a-Service (SaaS) risk system for the Treasury Liquidity Management Portfolio (LAM.) The new solution would not only supply analytic capabilities, but independently source key real time market data as well, to be able to monitor intra-day risk. Key technical requirements include but are not limited to the following items.

• A mechanism for IFC to upload positions and retrieve calculation results and reports. Trade types will include swaps, including cross-currency swaps, Fx forwards, bonds including asset back securities (ABS) and mortgage backed securities(MBS), interest rate futures and swaptions all in many possible currencies.

• Risk measures such as: market risk sensitivities for bonds and derivatives, including Fx-basis, interest rate basis, and credit spread sensitivities; Monte Carlo (MC) and historical value at risk (VaR); marginal VaR; expected shortfall; stress testing; and, an implementation of the standardized Fundamental Review of the Trading Book (FTRB) method.

The solicitation may be obtained by sending an email to the designated Category Manager, referencing the following information:

1. WBG RFP 21-0116

2. Company Name

3. Contact Person Name and Title

4. Address

5. Telephone Number

6. Fax Number

7. Contact`s Email Address

A copy of the solicitation will be sent to organizations that have replied to and are eligible to receive this advertisement. All requests and questions regarding this solicitation shall be directed to the following designated Corporate Procurement Category Manager(s):

Claudiu Danciu at cdanciu@worldbank.org (mailto:cdanciu@worldbank.org)

The WBG reserves the right to publicly disclose contract award information, including but not limited to, name of company receiving the award, brief description of services, and contract award amount, for any contract award valued over US$250, 000. Offeror`s proposal and contractual documents will remain confidential and therefore not subject to disclosure.

The World Bank reserves the right to reject any or all responses without recourse.

The World Bank reserves the right to reject any or all responses without recourse.

Documents

 Tender Notice