Bids Are Invited For The Purpose Of The Contract Is To Provide Specialized Services For The Preparation Of An Asset Liability Management (Alm) Study, Providing An Analysis Of The Relationship Between Assets (Investments And Financial Resources) And Liabilities (Social Security Commitments) Of The Rpps Over Time

Hiring A Company Registered With The Securities And Exchange Commission (Cvm) As Established In Article 24 Of Cmn Resolution No. 4,963/21, And Qualified To Provide Services For Preparing A Solvency Study And Asset And Liability Management (Alm – Asset Liability Management), Providing An Analysis Of The Relationship Between Assets (Investments And Financial Resources) And Liabilities (Social Security Commitments) Of Rpps Over Time, Duly Specified In The Following Description: - The Alm Study Should Identify The Solvency Ratio Of The Institutes Benefit Plan, Considering Assumptions And Simulation Hypotheses Based On Actuarial Cash Flows And Macroeconomic Scenarios, And Will Propose Investment Portfolio Compositions That Can Support And Lengthen The Survival Of The Benefit Plan, And Which Present A Better Relationship Between Expected Result (Projected Surplus) And Deficit Risk (Measured As Downside Risk) In The Set Of Combinations Between The Scenarios Adopted For The Market Variables (Cdi, Inpc, Ipca, Igp-M, Stock Exchange, Etc.) And The Simulated Scenarios For The Net Cash Flow Of Benefits. All Information Presented By The System Must Be Organized Based On Data Provided By Reputable Institutions, Such As Anbima, Cvm And Consultancies Specialized In Providing Data For This Purpose. - 1 (One) Report Must Be Made Available Containing A Summary Of The Results Obtained To Update The Alm Study (Asset Liability Management). The Simulations Must Present The Expected Profitability For The Investment Portfolio In Accordance With Mtp Ordinance No. After Receiving All The Data And Information Necessary For Its Preparation, The Report Must Provide Clear And Transparent Information About Its Practices, Results And Performance.