Structured Product Investment Analytic System

The New York State Insurance Fund (NYSIF) is seeking proposals from qualified firms to provide a Structured Product Investment Analytic and Cash Flow System. This system is required to deliver comprehensive cash-flow analysis for the investment team's diverse portfolio of securitized fixed-income bonds, including Non-Agency Residential Mortgage Backed Securities (RMBS), Agency RMBS, Asset Backed Securities (Auto ABS, Credit Card ABS, Student Loans, Aircraft Financing, Equipment Financing, other receivables financing), Agency and Non-agency CMBS, CLO Sector, and Reverse Mortgages. The system must be capable of creating, maintaining, and displaying cash flow models and waterfalls, updating collateral data, accepting and being compatible with "new-issue" deal model files, and demonstrate broad adoption across the securitized-products market with at least ten years of continuous operating history. Integration with third-party systems, such as Aladdin/Blackrock Financial Management, is also required.