Asset liability management (ALM) analysis

UN Secretariat
Asset liability management (ALM) analysis Request for EOI

Reference: EOIMI14866
Beneficiary countries or territories: United States of America
Registration level: Basic
Published on: 07-Mar-2018
Deadline on: 06-Apr-2018 00:00 0.00

Description
The provider of services shall carry out an ALM Study using stochastic projections of the UNJSPF’s assets and liabilities. The goal of the ALM Study is to assess the impact of key investment and solvency-related decisions upon the long-term financial condition and performance of the UNJSPF and to recommend long-term asset allocation strategies that would optimize UNJSPF asset growth in the context of the Fund’s liability, risk appetite, and risk budget. The ALM Study should also identify suitable asset classes for the UNJSPF reference portfolio in a global context and specify a long-term target weight for each asset class. It should provide an analysis of the adequacy of the Fund’s contribution rate and the potential risks of under and over funding within the long term asset allocation strategies recommended, as well as under the current strategic asset allocation.

Mohammad Islam