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Asset Liability Management Model

BORDER TO COAST PENSIONS PARTNERSHIP LIMITED

Buyer Contact Info

Buyer Name: BORDER TO COAST PENSIONS PARTNERSHIP LIMITED

Buyer Address: 5th Floor Toronto Square, Leeds, UKE42, LS1 2HJ, United Kingdom

Contact Email: procurement@bordertocoast.org.uk

Status
complete
Procedure
open
Value
3600000.0 GBP
Published
03 Nov 2025, 16:08
Deadline
n/a
Contract Start
08 Dec 2025, 00:00
Contract End
07 Dec 2031, 23:59
Category
n/a
CPV
48441000 - Financial analysis software package
Region
n/a
Awarded To
ORTEC FINANCE LIMITED
Official Source
Open Find a Tender

Description

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).

Linked Documents

No linked documents found for this notice.

Opportunity Context

Lots

Lot 1 Status: complete

Awards

Award Title: Asset Liability Management Model

Raw Notice JSON

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