ALM (Asset Liability Management) software

Description du marché

Finnvera is a state-owned special financier and Finland's official export credit agency (ECA). Finnvera strengthens the operating conditions and competitiveness of Finnish companies by offering guarantees, loans and export guarantees. Finnvera's strategic goal is to allocate the majority of funding to growing and internationalizing companies, investments, changes of ownership and exports. The goal of Finnvera's operations is effectiveness, which means that with the help of our financing, our customers create and achieve turnover, financial results and jobs that would not have been possible otherwise. As a state-owned financial company, Finnvera complements the financial market and shares the risk involved in financing with other financiers. Finnvera's operations are guided by the relevant special legislation, the economic and ownership policy goals set by the state, and the company's own strategy. The procurement is based on the European Banking Authority's (EBA) updated guidance regarding interest rate risk in the banking book (IRRBB) and credit spread risk in the banking book (CSRBB) (EBA/GL/2022/14), as well as the supervisor's updated tests for outlier values (the Supervisory Outlier Test, EBA/RTS/2022/10). The object of the procurement is a balance sheet management system/software (ALM-system), which is capable of calculating various stress scenarios for interest rates and credit risk spreads set by the supervisor, and which can also be used for internal modelling. In addition, the balance sheet management system must enable a wide range of stress testing other than the aforementioned regulation, thus providing benefits more widely. The scope of the procurement is described in more detail in Annex 1, Object of the procurement .

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