FREP - 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]

Services

22/05/2013 17:30:00

48411000-2  Investment management software package
48480000-6  Sales, marketing and business intelligence software package
66140000-3  Portfolio management services
66150000-6  Financial markets administration services
66151000-3  Financial market operational services
66152000-0  Financial market regulatory services
79300000-7  Market and economic research; polling and statistics