Department of the Treasury (dy), Office of Thrift Supervision, Procurement Management Branch, 1700 G. Street, N.W., Washington, D.C. 20552

D -- ASSET-LIABILITY MANAGEMENT SOFTWARE SOL TOT-99-0003/C99003 POC Douglas Mason, Contracting Officer -- (202)906-7624 WEB: http://www.ots.treas.gov/procurement.html, http://www.ots.treas.gov/procurement.html. The Office of Thrift Supervision (OTS), a bureau of the U. S. Department of the Treasury, regulates and supervises the nation's thrift industry. The industry consists of over 1000 federal and state charted savings associations. OTS is seeking the services of a contractor to provide an asset-liability management software platform for its Net Portfolio Value (NPV) Model. The offeror shall provide a module type risk management software infrastructure (i.e., software "platform") package that is mature (available in the marketplace for at least one year) and has a proven track record with banks and other financial institutions for estimating the market and credit risk of a wide variety of financial instruments. The software must be highly general and capable of integrating with existing OTS VAX database systems. The software must provide secure access to the OTS NPV Model's results and analyses as well as a user-friendly environment for OTS employees. The offeror's software platform must include existing functionality or demonstrable capability of: performing overnight batch processing for about one (1) million financial instruments to be valued; measuring the interest rate risk (IRR) and credit risk of savings associations, using a wide variety of risk measurement techniques and analytical methodologies (e.g., Monte-Carlo simulations, Value-at-Risk, net interest income simulations) and user-specified interest rate and credit risk scenarios; and must be built based on an open architecture that would allow user-created price estimation routines to be added to the system with minimal assistance from the contractor. The software's platform must also be capable of easily accepting data feeds from third-party data vendors, e.g., Intex, Bloomberg, Reuters, Andrew-Davidson, BARRA, FEA, etc., and have the potential to replicate current NPV Model results based on the Model's current inputs (i.e., Schedule Consolidated Maturity and Rate (CMR) data files, market data files, pre-calculated price table files, and parameter files). It is anticipated that the resultant contract will be fixed price with a base year of 12 months and four optional years. The Standard Industrial Code (SIC) for this procurement is 7379. Only one (1) contract will be awarded from this requirement. This is not a small business set-aside. Proposals will be evaluated based on several key factors: proven functionality of offeror's software, interface capability, past performance of software, especially its track record and performance within banks and other financial institutions environment, and price reasonableness. OTS will award the contract based on a "best-value" approach. The solicitation should be available on or about May 14, 1999. It can be download from the OTS web-site: http://www.ots.treas.gov/procurement.html. All questions and the government's response thereto, as well as any required amendments, will be posted at the OTS web-site. The due date for proposals will be included in the solicitation. All questions regarding the solicitation should be e-mailed to douglas.mason@ots.treas.gov (or faxed to Douglas Mason at 202/906-5648). OTS does not anticipate distributing any solicitation documents in hard copy. Further, telephone inquires WILL NOT be accepted. Posted 04/30/99 (W-SN326377). (0120)

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