Award

Asset Liability Management Model

  • BORDER TO COAST PENSIONS PARTNERSHIP LIMITED

UK6: Contract award notice - Procurement Act 2023 - view information about notice types

Notice identifier: 2025/S 000-070578

Procurement identifier (OCID): ocds-h6vhtk-055b30 (view related notices)

Published 3 November 2025, 4:08pm



Scope

Reference

DN781589

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).


Contract 1. Asset Liability Management Model

Supplier

Contract value

  • £3,600,000 excluding VAT
  • £4,320,000 including VAT

Above the relevant threshold

Award decision date

24 October 2025

Date assessment summaries were sent to tenderers

31 October 2025

Standstill period

  • End: 12 November 2025
  • 8 working days

Earliest date the contract will be signed

7 December 2025

Contract dates (estimated)

  • 8 December 2025 to 7 December 2031
  • Possible extension to 7 December 2034
  • 9 years

Description of possible extension:

The initial contract length will be 6 years with the option of an additional 3 year extension.

Main procurement category

Goods

CPV classifications

  • 48441000 - Financial analysis software package

Contract locations

  • UK - United Kingdom

Information about tenders

  • 5 tenders received
  • 3 tenders assessed in the final stage:
    • 0 submitted by small and medium-sized enterprises (SME)
    • 0 submitted by voluntary, community and social enterprises (VCSE)
  • 1 supplier awarded contracts
  • 2 suppliers unsuccessful (details included for contracts over £5 million)

Submission

Submission type

Tenders


Procedure

Procedure type

Competitive flexible procedure


Supplier

ORTEC FINANCE LIMITED

  • Companies House: 06410807
  • Public Procurement Organisation Number: PWGT-3897-HJTG

30 Old Bailey

London

EC4M 7AU

United Kingdom

Region: UKI31 - Camden and City of London

Small or medium-sized enterprise (SME): Yes

Voluntary, community or social enterprise (VCSE): No

Supported employment provider: No

Public service mutual: No

Contract 1. Asset Liability Management Model


Contracting authority

BORDER TO COAST PENSIONS PARTNERSHIP LIMITED

  • Companies House: 10795539
  • Public Procurement Organisation Number: PZTH-6472-NGDG

5th Floor Toronto Square

Leeds

LS1 2HJ

United Kingdom

Region: UKE42 - Leeds

Organisation type: Public authority - sub-central government