Notice of Intent to Sole Source - Moody's for Credit Risk Scorecard Model Validation

The U.S. International Development Finance Corporation (DFC) intends to award a sole source, firm-fixed price purchase order to Moody's for Credit Risk Scorecard Model Validation. The contract includes a 12-month base year and requires the contractor to validate the DFC's risk rating scorecards, loss given default methodology, and master rating scale, and to implement approved changes in the existing Moody's CreditLens environment. The requirement consists of three integrated stages: model validation, implementation of model enhancements, and programming and deployment of the updated scorecard methodology. The estimated value of this requirement is $1,250,000.00. Key aspects of the job include: • Model validation and master rating scale suitability assessment • Implementation of approved enhancements in Excel-based scorecard prototypes • Programming, configuration, testing, deployment, and support of the updated methodology within the existing Moody's CreditLens environment • The contractor must have the capability to perform all three stages of the requirement within the existing Moody's CreditLens production environment.