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FBO DAILY ISSUE OF JUNE 15, 2008 FBO #2393
SOLICITATION NOTICE

R -- Economic Capital Model Support Services

Notice Date
6/13/2008
 
Notice Type
Presolicitation
 
NAICS
541690 — Other Scientific and Technical Consulting Services
 
Contracting Office
Office of Federal Housing Enterprise Oversight, Office of Finance and Administration, Procurement Office, 1700 G Street, NW, 4th Floor, Washington, District of Columbia, 20552
 
ZIP Code
20552
 
Solicitation Number
OFHEO-08-R-0001
 
Archive Date
8/22/2008
 
Point of Contact
Janice L. Uthe,, Phone: (202) 414-8974
 
E-Mail Address
janice.uthe@ofheo.gov
 
Small Business Set-Aside
N/A
 
Description
The Office of Federal Housing Enterprise Oversight (OFHEO) ensures the capital adequacy and the financial safety and soundness of Fannie Mae and Freddie Mac (the Enterprises). OFHEO currently uses both a minimum capital measure and a risk-based capital measure to assess the capital adequacy of the Enterprises. OFHEO is currently developing an Economic Capital Model (ECM) from a regulatory perspective. The purpose of the ECM is to provide alternative risk-based capital measures to supplement the statutory measures of capital adequacy of the Enterprises. In general, economic capital refers to any risk-based measure of capital necessary to protect against unexpected losses over a given period of time and at a given confidence level. In developing the ECM, OFHEO is considering a multiple models approach to mitigate model risk. Specifically, OFHEO may develop several different measures of each of credit, market, and operational risk. OFHEO requires the services of a contractor to provide expert advice and recommendations on both the overall methodology of the multiple models approach, and on the practical implementation of the various models, or stress tests, being considered as components of the ECM. The contractor's advice and recommendations would take into consideration industry best practices as they would be applied to oversight of the Enterprises, and any practical or implementation realities confronting OFHEO to achieve a production process for determining a risk-based capital requirement on at least a quarterly basis. Also the contractor's advice and recommendations will be required to be accompanied by supporting discussion and documentation that OFHEO may reference in support of any new or revised capital-related regulations or guidances. In addition, the contractor may be required to provide expert advice and recommendations on the identification and acquisition of vendor models and data for use in the ECM. The offeror selected under this contract is precluded from offering relevant models and data. OFHEO anticipates soliciting and awarding a single Indefinite Delivery/Indefinite Quantity (IDIQ) contract for a total of three years with fixed labor rates applicable to each year. Work will be issued via task orders. Tasks may vary in length and may be intermittent. The contractor must be able to provide services on short notice. This Request for Proposal (RFP) is unrestricted. NAICS Code 541690 is applicable, and the small business size standard is $6.5 million. It is anticipated that Solicitation No. OFHEO-08-R-0001 will be released on or about July 9, 2008, via posting on this website. No paper copies of the solicitation will be available. All offerors must be registered in Central Contractor Registration (CCR) at http://www.ccr.gov. All questions and correspondence shall be addressed to Janice Uthe at janice.uthe@ofheo.gov.
 
Web Link
FedBizOpps Complete View
(https://www.fbo.gov/?s=opportunity&mode=form&id=9c17c281d637d591037a835ccdc2097c&tab=core&_cview=1)
 
Place of Performance
Address: Office of Federal Housing Enterprise Oversight (OFHEO), 1700 G Street, N.W., Washington, DC 20552, Washington, District of Columbia, 20552, United States
Zip Code: 20552
 
Record
SN01593345-W 20080615/080613220237-9c17c281d637d591037a835ccdc2097c (fbodaily.com)
 
Source
FedBizOpps Link to This Notice
(may not be valid after Archive Date)

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