Asset Liability Management model
- Border to Coast Pensions Partnership Limited
Procurement identifier (OCID): ocds-h6vhtk-055b30
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).
Notices
UK4: Tender notice
- Notice identifier
- 2025/S 000-052503
- Published
- 29 August 2025, 2:45pm
UK3: Planned procurement notice
- Notice identifier
- 2025/S 000-038276
- Published
- 8 July 2025, 2:39pm
UK2: Preliminary market engagement notice
- Notice identifier
- 2025/S 000-038264
- Published
- 8 July 2025, 2:20pm