The Office of Investment Management (OIM) of the United Nations Joint Staff Pension Fund (UNJSPF) is soliciting information from providers specialising in strategic risk management and scenario analysis solutions. The objective of this Request for Information (RFI) is to identify the available tools and services that can enable the Fund to assess the impact of both economic and climate scenarios on the sustainability of the pension fund. The Fund is committed to enhancing its investment decision-making process by transitioning from a conventional Strategic Asset Allocation (SAA) framework to a comprehensive Total Portfolio Approach (TPA). Furthermore, the Fund seeks solutions that deliver an integrated analysis of both assets and liabilities, with a primary emphasis on asset-side risks and strategies opportunities. INFORMATION REQUESTED Respondents are requested to furnish succinct responses to the following: 2.1. STRATEGIC RISK MANAGEMENT 1. Please provide a comprehensive description of the specific capabilities that your solution offers for the thorough modelling of economic and financial markets across various time horizons, including short-term, medium-term, and long-term perspectives. 2. Kindly outline how your solution facilitates the implementation of a Total Portfolio Approach and describe the specific methodologies through which this holistic strategy enhances the decision-making processes for the Fund, particularly regarding reference portfolio & factor portfolio construction and optimal capital allocation. 3. Please elaborate on your solution’s tools or frameworks to effectively integrate various asset classes within a unified risk management structure, including derivatives, investment strategies, and liability profiles. 4. Explain how your solution accommodates the Fund’s varying risk tolerances and investment objectives throughout the modelling process, ensuring customised assessments that align with the Fund’s overarching goals. 5. Additionally, please describe how your solution incorporates multiperiod factor optimisation within the framework of intertemporal analysis. 2.2. CLIMATE SCENARIO ANALYSIS 6. Please provide an outline of the methodologies utilised in your solution to model the potential impacts of climate change on financial markets and various asset classes. 7. Kindly specify the climate scenarios incorporated into your solution, including orderly transitions, disorderly transitions, and physical risks. 8. Indicate whether the climate scenarios are consistent with internationally recognised frameworks, such as those established by the Network for Greening the Financial System (NGFS) or the Intergovernmental Panel on Climate Change (IPCC), and elucidate their alignment with these frameworks. 9. Demonstrate how climate scenarios can be customised to reflect specific fund assumptions or regional characteristics. 10. Please clarify whether your solution supports the quantification of the financial materiality of climate risks and indicate if this can be achieved at both the overall fund level and for individual portfolios or asset classes. 2.3. SUSTAINABILITY AND FUNDING IMPACT 11. Please describe how your solution evaluates the long-term sustainability of pension benefits under various economic and climate conditions. 12. Elaborate on how your solution assesses the impact of different scenarios on liabilities, incorporating sensitivity analyses related to fluctuations in economic growth and inflation. 13. Kindly describe the methodology utilised in your solution for estimating employer contributions within the sustainability framework for an open group pension fund. Additionally, please specify the objective function employed by your model. 14. Describe how your model simulates diverse funding strategies and assesses their long-term implications for sustainability, taking into account climate-related risks. 2.4. DATA, INTEGRATION, AND REPORTING 15. Kindly provide a comprehensive description of the specific data requirements for your proposed solution. This should include an extensive list of relevant economic, financial, and climate data sources that are supported. 16. Please clarify whether your solution can integrate with existing risk management and portfolio management systems. Additionally, outline the steps involved in this integration process. 17. Specify the types of outputs, reports, and visualisations your solution can generate for senior management and board-level reporting. 18. Describe how your solution enables customisable dashboards or reporting structures that can be tailored to address the distinct needs of various stakeholders within the organisation. 19. Describe how your solution performs an output validation before producing the report or dashboard. 2.5. IMPLEMENTATION AND SUPPORT 20. Please delineate the standard timeline for the implementation of your solution, emphasising critical phases such as configuration, training, and full operational deployment. 21. Kindly elaborate on the comprehensive support services you provide post-implementation, including training, technical assistance, and avenues for community engagement. 22. Please specify your processes for managing user feedback and system updates following deployment. Is there a structured methodology in place to facilitate continuous improvement in response to client needs? 23. Outline the available resources, including documentation, tutorials, and user forums, to ensure users can optimise their system use over time. 24. Detail how clients may contact your support team for ongoing assistance. What are the expected response times for inquiries directed to support? 3. ADDITIONAL INFORMATION Kindly furnish any supplementary information, case studies, or client references that you consider pertinent in elucidating how your solution could address the requirements of the Fund.