Financial Risk Management Applications
This public procurement competition relates to the provision of IT applications to assist the Central Bank of Ireland in the management of its investment portfolio activities. In particular, the Central Bank of Ireland requires an IT application (s):
- for measuring the Market Risk of its investment portfolio [Market Risk for the Central Bank of Ireland is primarily the risk of losses on its investment portfolio holdings due to adverse interest rate movements];
- for measuring the Credit Risk of its investment portfolio [Credit Risk for the Central Bank of Ireland is the risk of losses on its investment portfolio holdings due to a counterparty failing to repay an obligation or the risk of losses due to deteriorating credit quality] and;
- to assist with Strategic Asset Allocation decisions for its investment portfolio [Strategic Asset Allocation decisions for the Bank pertain to decisions regarding currency composition and asset allocation].
Deadline
The time limit for receipt of tenders was 2013-05-26.
The procurement was published on 2013-04-12.
Who?
What?
Procurement history
| Date |
Document |
| 2013-04-12
|
Contract notice
|