Moody's Analytics

INTENT TO SOLE SOURCESS-OFR-18-029 Moody's AnalyticsMoody's Analytics CreditView-Corporate, Default & Recovery (DRD), and Moody's Emerging Market ServicesThe Bureau of the Fiscal Service, on behalf of the Office of Financial Research (OFR) and the Financial Stability Oversight Council (FSOC) intends to make award to Moody's Analytics on a sole source basis, under authority of FAR 6.302-1 for Moody's CreditView-Corporate, Default & Recovery (DRD), with Moody's Emerging Market Services. Moody's Analytics is the only known provider of these services and the information that can be obtained through them. These services include:• Information on global Credit Markets including but not limited to: middle market private firms, commercial real estate (CRE) and project finance transactions. The OFR requires information on credit measures and leverages the equity, bond, and credit derivative markets to assess credit default risk and gauge the value of debt instruments; a web-based tool designed

to allow you to quickly calculate customized rating transition matrices and default rates suited to your specific risk management needs.• Credit Risk tool that measures and leverages the equity, bond and credit derivative markets to assess credit default risk and gauge the value of debt instruments.• Research and Assets Backed Securities information on United States and global source for credit ratings and research on asset backed securities. This data is generally used to seek coverage of traditional asset classes to innovative structures such as music royalties and tobacco litigation settlements.• Corporate Financial Metrics access on United States and global non-financial companies and provides expert insight into companies' liquidity, covenant protection and change to debt structure. The data should also include but not limited to covenant quality index and monthly default reports, it should provide an informed, independent and transparent view into the changing bank credit market to include U.S. Public Finance provides analysis on public debt issued by state and local governments, hospitals, higher education institutions and other tax-exempt entities. The OFR requires reports to timely commentary, and insight into specific sales and larger trends that drive the market.• Default & Recovery Database that provides includes more than 500,000 individual debt securities, both corporate and sovereign entities, and default history starting from 1920. The database provides universal identifiers, such as CUSIPs and SIC codes; primary keys for complex querying; and classifications for debt type, rating type, and region, as well as flags. Contains granular information from our sister company, including complete rating history at the instrument level, rating outlook and watch-list data, and credit enhancement/backing data, indicating external support. Utilize recovery pricing, rating changes at the issuer and security levels sourced from data for every stage of the credit cycle.• Emerging Market global asset allocation and fund flows. This data must be provided in its raw form without modification or extrapolation. This data is generally used by entities which monitor global fund flows continuously (such as the Bank of International Settlements, International Monetary Fund, and the Committee on the Global Financial System). The information will Core fund flows and allocations data must be capable of providing or generating hybrid sector and fund flows for analysis. The OFR is seeking primary data and momentum indicators of fund flows in emerging markets.• RiskCalc information should offer a comprehensive approach to assessing the default and recovery of private firms worldwide. The data should evaluate and show comparisons of commercial and industrial portfolio characteristics to include credit risk measures against those of relevant peers and interactive dashboards. The OFR uses this data to understand industry and regional credit risk trends and to gain insight into how Commercial and Industrial(C&I) portfolios compare with those of peers through a granular view of Credit research Databases. The OFR's desire is to access historical and forward-looking scores, including probability of default, loss given default and expected loss, for internal counterparty assessment, loan origination and benchmarking. The data should produce credit risk measures based on company profile of relevant peers for impairment and provisioning calculations within C&I portfolio.• Information on global credit markets including but not limited to: bonds, securities lending and repos, and related mergers and acquisitions and IPOs when applicable to a give bond or other credit market financial instrument.• Bankscope Database that provides a comprehensive, global database of banks' financial statements, ratings and intelligence which includes: standard and detailed financials; ownerships & subsidiary details; ratings, country profiles and outlooks; images of original documents, Stock Data for listed banks; presenter software and Fitch implied ratings. The data should exhibit banks' credit ratings, Directors & Managers, ownership structure and financial statements for thousands of North American, European, Japanese, Russian and other banks all of which is crucial to understanding banks contribution to global economic stability.The OFR requires a portal(s) for streamed data, with a downloadable financial data solution without data caps (download size limitations). Persisted data should be included if applicable. Please note all downloaded data must be capable of being exported to Excel as well as common statistical and data analytic packages such as Mat Lab and Python. Terminal based solutions are not acceptable. Information provided must be updated as frequently possible consistent with industry practice.NO SOLICITATION IS AVAILABLE. A request for more information, or a copy of the solicitation, will not be considered an affirmative response to this Special Notice. Telephone responses or inquiries to this Special Notice will NOT be accepted.Fiscal Service will consider written responses received no later than 13:00 EST February 2, 2018. Responses must be submitted electronically to: Purchasing@fiscal.treasury.gov. referencing SS-OFR-18-029 Moody's Analytics, Attn. ES/PW.Responses must include sufficient evidence that clearly shows the vendor is capable of providing the requested database. If no written response is received that clearly demonstrates an ability to meet all requirements, is more advantageous to the Government, and is received by the aforementioned deadline, Fiscal Service shall make award on a sole source basis to Moody's Analytics.Qualified contractors must provide the following:1. The name and location of your company, contact information, and identify your business size (Large Business, Small Business, Disadvantaged Business, 8(a), Service Disabled Veteran Owned Small Business, HubZone, etc.). Please ensure contact information includes the name of the point of contact, email address, and telephone number should the Government have questions regarding individual responses.2. Whether your services are available through a Government contract vehicle or Open Market.3. A brief capabilities statement (not to exceed 5 pages) that includes a description of your company's standard line of business, as well as a list of customers your company currently provides these products/services for.4. DUNS Number.The following file extensions are not allowable and application materials/data submitted with these extensions cannot be considered:.bat, .cmd, .com, .exe, .pif, .rar, .scr, .vbs, .hta, .cpl, and .zip files.Microsoft Office compatible documents are acceptable.No other information regarding this Special Notice will be provided at this time.This notice does not restrict the Government to an ultimate acquisition approach. All firms responding to this notice are advised that their response is not a request that will be considered for contract award. All interested parties will be required to respond to any resultant solicitation separately from their response to this notice.