Asset Liability Management (ALM) model procurement
Contract Value:
4M -
Notice Type:
Prior Information Notice
Published Date:
08 July 2025
Closing Date:
18 August 2025
Location(s):
UK UNITED KINGDOM
UKE YORKSHIRE AND THE HUMBER (UK UNITED KINGDOM)
Description:
The organization seeks to procure an Asset Liability Management model to enhance support for Partner Funds in strategic investment planning, risk management, and portfolio construction.
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.