Financial Analytics Software and Support

The Federal Housing Finance Agency (FHFA) intends to negotiate on a sole source basis with the FinancialCad Corporation (FINCAD) under the authority of FAR 41 U.S.C. § 3304(a)(1), only one responsible source and no other supplies or services will satisfy agency requirements. The anticipated period of performance is a one-year base and four (4) one-year options. FHFA requires FINCAD Excel-based software that prices derivatives, debt and mortgage positions andperforms scenario analysis and stress testing. FHFA Division of Bank Regulation (DBR) models the market value and market value sensitivity to interest rate changes of Fannie Mae, Freddie Mac, and the 11 Federal Home Loan Banks, collectively known as the Government Sponsored Enterprises (GSEs) mortgage-related assets, consolidated obligations (debt) and derivatives (swap, swaptions, caps, and floors) and advance positions. FHFA requires analytical software with a Microsoft Excel interface that is integrated with Andrew Davidson and Company's LoanDynamics behavioral model and Intex Solutions cash flow engines and deal model libraries. DBR’s Office of Risk Modeling (ORM) has a continuing need to license the FINCAD F3 for Excel software. ORM uses this software to validate market value and market value sensitivity estimates, fromr our primary modeling system, of selected Federal Home Loan Banks (FHLBanks) debit, derivative, and mortgage positions, in particular, some of the more complex structures. This action will result in a firm-fixed price contract. The applicable NAICS is 511210 - Software Publishers with a small business size standard of $38.5 Million. There are no set-asides identified for this procurement. This notice is neither a request for quotations nor a solicitation for offers. The government's market research has determined that no other sources are available to fulfill this requirement. No formal solicitation package is available. Interested parties may identify their interest and capability to respond to this requirement. Only written responses sent via electronic mail are acceptable. Responses to this notice are due on or before 2PM Eastern Time, October 20, 2017. The Government is not responsible for any costs in the preparation of responses for this announcement. A determination not to compete the proposed contract upon receipt of any responses to this notice is solely within the discretion of the Government.