Asset Liability Management model procurement

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). Estimated Dates below: Planned Procurement Notice & Preliminary Market Engagement Notice Published 8th July 2025 -19th August 2025 ITT Published via the Portal 29th August 2025 Supplier Clarification Window 1st September 2025 -9th September 2025 Tender Response Deadline Midday 12th September 2025 Stage 1 Evaluation and Notification to all Suppliers 19th September 2025 Scoring and Moderation of Down-selected Suppliers 22nd September 2025 - 3rd October 2025 Workshops (where required) (down-selected Suppliers only) w/c 6th October 2025 - 17th October 2025 Successful Supplier Identified subject to satisfactory completion of DDQ Part B and contract approval By 24th October 2025 Standstill Period 24th October 2025 - 3rd November 2025 Anticipated Contract Start Date Early December 2025 Keywords: Asset Liability Management