CLOSING DATE AND TIME: MAY 28, 2021 @ 12:00 PM EST
The World Bank (“WB”) has replaced its valuation platform for bonds and derivatives in the capital markets line of business to Numerix Oneview. The Valuation & Analytics team of the WB seeks to engage a vendor to perform the XVA verification in Numerix-Oneview (OV) & Numerix-Template Studio (TS) as per the scope and deliverable defined below. The areas in scope for XVA verification are hybrid model set-up (calibration and risk factor generation), trade payoff exposure generation, netting set and counterparty configuration and set-up, aggregation and netting of exposure, collateral adjustment (as per CSA terms), XVA computation, model documentation, sensitivity analysis, compilation and presentation of results. In this phase, CVA, DVA and FVA (jointly called XVA) for the entire portfolio of migrated trades in Oneview will be calculated and also it needs to be verified.
The solicitation may be obtained by sending an email to the designated Category Manager, referencing the following information:
1. Solicitation Number
2. Company Name
3. Contact Person Name and Title
5. Telephone Number
6. Fax Number
7. Contact's Email Address
A copy of the solicitation will be sent to organizations that have replied to and are eligible to receive this advertisement. All requests and questions regarding this solicitation shall be directed to the following designated Corporate Procurement Category Manager:
Narayanan Ramesh @ email@example.com.