Risk system Tender AP7 2013/65

AP7

Sjunde AP-Fonden (AP7) is initiating procurement (negotiated procedure) of an ex ante risk system (ASP solution). The objective is to get a common platform for risk analysis, risk budgeting, control and regulatory reporting.
The solution should be able to handle both absolute and relative risk analysis.
It should be possible to carry out simulations such as what-if/scenario analyses and stress tests and to analyze the effects of changes to positions in the portfolio, both in terms of aggregated risk and broken down on underlying risk components. The quantitative models used within the VaR framework (pricing tools, estimation of volatilities and correlations, etc.) should provide for a high level of accuracy. All data used within the VaR framework should provide for consistency, timeliness and reliability and must be offered as part of the solution. The proposed solution must fulfill the requirements set out in 'CESR's Guidelines on Risk Measurement and the Calculation of Global Exposure and Counterparty Risk for UCITS' , when using a Value at Risk approach to calculate Global Exposure. The solution should be able to analyze long/short portfolios of equities as well as leveraged portfolios.
The main focus will be on market risk including but not limited to exposure, VaR, Expected Shortfall, risk factors, scenario analysis and stress testing. The possibility to include counterparty risk and liquidity risk within the solution will be of interest. Factor modeling and risk budgeting capacity is considered a strong positive.
We are looking for a system which can support investment decisions by providing quick and user-friendly ex-ante risk analysis, stress testing and back testing of risk forecasts.

Sista ansökningsdag

Tidsfristen för mottagande av anbud var 2013-10-24. Upphandlingen offentliggjordes den 2013-09-24.

Leverantörer

Följande leverantörer nämns i tilldelningsbeslut eller andra upphandlingsdokument:

Vem? Vad? Var?
Upphandlingshistorik
Datum Dokument
2013-09-24 Meddelande om upphandling
2014-06-09 Meddelande om tilldelning
Meddelande om upphandling (2013-09-24)
Objekt
Upphandlingens omfattning
Titel: Dataanalys
Meddelandeinformation
Originalspråk: engelska 🗣️
Dokumenttyp: Meddelande om upphandling
Kontraktets art: Tjänster
Reglering: Europeiska unionen – inom ramen för avtalet om offentlig upphandling
Gemensam upphandlingsterminologi (CPV)
Kod: Dataanalys 📦

Förfarande
Förfarandetyp: Förhandlat förfarande
Anbudstyp: Anbud på alla delar
Kriterier för tilldelning
Det ekonomiskt mest fördelaktiga

Upphandlande myndighet
Identitet
Land: Sverige 🇸🇪
Upphandlande myndighet (typ): Statligt verk
Upphandlande myndighet (namn): AP7
Postadress: Box 100
Postnummer: 101 21
Postort: Stockholm
Kontakt
Webbadress: http://www.ap7.se 🌏
E-post: risktender@ap7.se 📧
Telefon: +46 84122660 📞
Fax: +46 8224666 📠

Referens
Datum
Avsändningsdatum: 2013-09-24 📅
Sista anbudsdag: 2013-10-24 📅
Publiceringsdatum: 2013-09-26 📅
Identifierare
Meddelandenummer: 2013/S 187-322918
EUT-S-nummer: 187
Ytterligare information
General and public information on AP7 can be found on our website: www.ap7.se Full information on how to submit an application to tender see RFI document, available upon request from risktender@ap7.se Please note that AP7 is a central government authority and its operations are therefore covered by the Swedish open government principle. Among other things, this means that all documents are normally accessible to any individuals who wish to see them. Any party submitting a Tender in this procurement must accept this condition in its co-operation with AP7. While the procurement is in process, all information concerning the Tenders is confidential. Once an agreement has been reached, the Tenderer's possibilities to maintain secrecy under the provisions of the Secrecy Act with regard to the details in the document are generally very limited. The question of secrecy in each particular case is not reviewed until someone asks to see the information in the documents.
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Objekt
Upphandlingens omfattning
Kort beskrivning:
Sjunde AP-Fonden (AP7) is initiating procurement (negotiated procedure) of an ex ante risk system (ASP solution). The objective is to get a common platform for risk analysis, risk budgeting, control and regulatory reporting.
The solution should be able to handle both absolute and relative risk analysis.
It should be possible to carry out simulations such as what-if/scenario analyses and stress tests and to analyze the effects of changes to positions in the portfolio, both in terms of aggregated risk and broken down on underlying risk components. The quantitative models used within the VaR framework (pricing tools, estimation of volatilities and correlations, etc.) should provide for a high level of accuracy. All data used within the VaR framework should provide for consistency, timeliness and reliability and must be offered as part of the solution. The proposed solution must fulfill the requirements set out in 'CESR's Guidelines on Risk Measurement and the Calculation of Global Exposure and Counterparty Risk for UCITS' , when using a Value at Risk approach to calculate Global Exposure. The solution should be able to analyze long/short portfolios of equities as well as leveraged portfolios.
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The main focus will be on market risk including but not limited to exposure, VaR, Expected Shortfall, risk factors, scenario analysis and stress testing. The possibility to include counterparty risk and liquidity risk within the solution will be of interest. Factor modeling and risk budgeting capacity is considered a strong positive.
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We are looking for a system which can support investment decisions by providing quick and user-friendly ex-ante risk analysis, stress testing and back testing of risk forecasts.
Antal möjliga förlängningar: 2
Varaktighet: 36 månader
Referensnummer: 2013/65
Plats för genomförandet
Huvudort eller plats för utförandet: Stockholm

Juridisk, ekonomisk, finansiell och teknisk information
Villkor för deltagande
Behörighet att utöva yrkesverksamheten: See criteria set up in RFI. RFI available upon request from risktender@ap7.se
Ekonomisk och finansiell ställning: See criteria set up in RFI. RFI available upon request from risktender@ap7.se
Lägsta nivå(er) på standarder: See criteria set up in RFI. RFI available upon request from risktender@ap7.se
Teknisk och yrkesmässig förmåga: See criteria set up in RFI. RFI available upon request from risktender@ap7.se

Förfarande
Lägsta antal anbudssökande: 3
Högsta antal anbudssökande: 5
Objektiva urvalskriterier:
See objective criteria stated in RFI document, available upon request from risktender@ap7.se
Språk
Språk: engelska 🗣️
svenska 🗣️

Upphandlande myndighet
Identitet
Nationellt registreringsnummer: Se
Kontakt
Kontaktpunkt: E-mail
Håkan Tobiasson

Referens
Identifierare
Referensnummer tilldelat av upphandlande myndighet: 2013/65
Ytterligare information
General and public information on AP7 can be found on our website: www.ap7.se Full information on how to submit an application to tender see RFI document, available upon request from risktender@ap7.se Please note that AP7 is a central government authority and its operations are therefore covered by the Swedish open government principle. Among other things, this means that all documents are normally accessible to any individuals who wish to see them. Any party submitting a Tender in this procurement must accept this condition in its co-operation with AP7.
Visa mer
While the procurement is in process, all information concerning the Tenders is confidential. Once an agreement has been reached, the Tenderer's possibilities to maintain secrecy under the provisions of the Secrecy Act with regard to the details in the document are generally very limited. The question of secrecy in each particular case is not reviewed until someone asks to see the information in the documents.
Visa mer
Källa: OJS 2013/S 187-322918 (2013-09-24)
Meddelande om tilldelning (2014-06-09)
Objekt
Meddelandeinformation
Dokumenttyp: Meddelande om tilldelning

Förfarande
Förfarandetyp: V: Kontraktstilldelning utan föregående meddelande
Anbudstyp: Ej tillämpligt

Referens
Datum
Avsändningsdatum: 2014-06-09 📅
Publiceringsdatum: 2014-06-14 📅
Identifierare
Meddelandenummer: 2014/S 113-199333
Refererar till meddelande: 2013/S 187-322918
EUT-S-nummer: 113
Ytterligare information
General and public information on AP7 can be found on our website: www.ap7.se. Full information on how to submit an application to tender see RFI document , available upon request from risktender@ap7.se. Please note that AP7 is a central government authority and its operations are therefore covered by the Swedish open government principle. Among other things, this means that all documents are normally accessible to any individuals who wish to see them. Any party submitting a Tender in this procurement must accept this condition in its co-operation with AP7. While the procurement is in process, all information concerning the Tenders is confidential. Once an agreement has been reached, the Tenderer's possibilities to maintain secrecy under the provisions of the Secrecy Act with regard to the details in the document are generally very limited. The question of secrecy in each particular case is not reviewed until someone asks to see the information in the documents.
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Förfarande
Kriterier för tilldelning
Kriterium: 1. Cost-effectiveness of the solution (30)
2. Risk analysis functionality and instrument coverage (25)
3. Data management and Interfaces (10)
4. Technical platform (10)
5. User friendliness and documentation (10)
6. Company and general information (10)
7. Solution overview (5)

Tilldelning av kontrakt
Datum för avtalstecknande: 2014-03-24 📅
Namn: Msci
Postort: London
Land: Storbritannien 🇬🇧
Information om anbud
Antal mottagna anbud: 4
Källa: OJS 2014/S 113-199333 (2014-06-09)
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