Loren Data's SAM Daily™

SAMDAILY.US - ISSUE OF SEPTEMBER 14, 2022 SAM #7593
SPECIAL NOTICE

99 -- Sole Source - Stress Testing

Notice Date

9/12/2022 6:42:37 AM
 

Notice Type

Special Notice
 

Contracting Office

UNITED STATES INTERNATIONAL DEVELOPMENT FINANCE CORPORATION
 

ZIP Code

00000
 

Solicitation Number

REQ-881-0005
 

Response Due

9/22/2022 7:00:00 AM
 

Description

DFC, Office of Financial and Portfolio Management (�OFPM�), requires other than full and open competition that specifies the brand name product for Moody�s Analytics, Inc. This action will result in a firm-fixed price delivery order for the acquisition of (1) an Excel-based macroeconomic stress testing model, GCorr Emerging Market Expected Loss Calculator, (�the Model�) and (2) a webtool for stress scenario development data, Data Buffet, (the �Scenario Library�). Moody�s proposed solutions rely on Moody�s extensive proprietary datasets and economic forecasting and will assist the OFPM in enhancing its stress testing capabilities. It would allow a direct application of macroeconomic stress scenarios to be applied to the portfolio; it would help OFPM incorporate not only increased defaults, but also changes in loss expectations; it would include geographic and sector correlation risks; and it will assist OFPM in the development of a variety of stress scenarios in emerging markets using the Data Buffet database of macroeconomic forecasts. Moody�s Analytics, Inc. is the sole provider of licensing and support for both of these products. Moody�s Analytics is already familiar with the DFC portfolio and business processes, following successful past engagements for the development of risk rating scorecards and the CreditLens spreading and scoring platform. This past experience increases the likelihood of a successful deployment of the Model and the Scenario Library as an integral part of DFC�s Stress Testing Program.
 

Web Link

SAM.gov Permalink
(https://sam.gov/opp/19d21966ea834eb6b47861b74ee45bfd/view)
 

Place of Performance

Address: Washington, DC 20527, USA

Zip Code: 20527

Country: USA
 

Record

SN06461084-F 20220914/220912230120 (samdaily.us)
 

Source

SAM.gov Link to This Notice
(may not be valid after Archive Date)

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