Press Releases

12 - 01 - 2020

Working on the new version, we focused on developing analytical functions. An updated module of fiduciary responsibility, new functionality for comparing the dynamics of changes in market prices and yields, a new set of ready-to-use dashboards and many more new and impressive

GAMA V16.4 is focused on developing the following analytic functions.

• Analyze not only purchases, but also sales of securities in the module “Fiduciary Responsibility”.

• Compare dynamic changes in market prices, income, and trading volume of several assets in “Comparative Dynamics”.

• We bring to your attention an updated and expanded set of pre-made analytics dashboards. They can be used in their current form or used as a basis for creating your own, remaking and customizing them to your requirements. Also, this is a great way to start exploring the possibilities of panels for those who have not used them before.

• Check history of changes in all ratings for assets in portfolios with one button. Just compute required view in the Totals-Situation at, and select Home-Credit Risk Changes on the ribbon.

• Configure several scenarios of stress testing of NPF at the same time.

In addition:

• We understand that the task of transferring assets from one portfolio to another rarely arises, but when it does, it’s always a grueling and time-consuming process. Not anymore! Now you can transfer assets with a click of a button!

• Previously, GAMA users and the Agent application used the same import settings. This could sometimes result in the user inadvertently changing the import settings, and the Agent working incorrectly. We fixed this issue as well: we added separate settings for the «Agent», which means that you can safely import the required data manually without worrying about stability of the «Agent» workflow.

• Continuous work with numbers quickly becomes dull. This holiday season we decided to make your work in GAMA more diverse and positive: now you can change the color of the system interface elements using various “covers”.

You will find a detailed list of all changes below.

Profitability analysis

• Enhanced capabilities of the module «Fiduciary Responsibility»: analysis of bond sales; special algorithm for analyzing transactions with government securities; correction factor can be different for each rating group; duration range in days can be indicated not only in absolute, but also in relative terms; replenishment calculation can be made for a given date. At the same time, the free version of the Fiduciary Responsibility module discontinued the ability to export data.

• Implemented an analysis of the comparative dynamics of any indicators present in the price archive for selected instruments.

• There is variability in the procedure for calculating yield and duration for REPO-positions reflected in the Bonds portfolio and the General portfolio: indicators can be equated to the collateral or take zero values.

• For the correct calculation of yield to maturity on dates close to the offer date, we have added accounting for the coupon announcement date.

Dashboards
• Updated and expanded a set of pre-configured dashboards.

Stress test
• Link between companies of different types based on the TIN identity is excluded. Now this link is provided by a user setting using the «Issuer (for the Bank)» variable in the list of companies.

• Implemented the ability to configure multiple user scenarios.

•Fixed the calculation of the control price for the stress test date in the GamaBondAnalytics.xlsb file for cases when the spread takes a negative value.

The risks
• Implemented an analysis of changes in a given period of the values of credit ratings that are present in the portfolios of securities issues and issuer ratings.

• In the framework of the investment declaration functionality, in particular the tables reflecting the details of violated restrictions, variables with the name of the issuer / bank and the category of balance sheet were added for information.

Imports

• When importing from various sources of bond redemption scheme in the «Add data only» mode, only future events are downloaded: all offers after the import start date, coupon rates for future periods as well as the current one if the rate is not set on the import start date.

•Data on the date of the coupon announcement is downloaded by importing bond specifications from CBonds Web-Service.

• Added the ability to import issuers from Interfax and CBonds Web-Service, which are SPV-companies, data on their LEI-codes and ratings assigned to them.

• Updated settings for import ratings of issues and issuer ratings from the CBonds Web Service to correctly download data in case of rating withdrawal.

• Import «Quotes from QUIK» is configured to download data in the TQCB trading mode The display order of the selected trading modes has been updated.

• To ensure stability of the Agent’s work, the Agent tab has been added to the user import settings screens containing parameters specific to the Agent (for example, due to this modification, changing the path to the file for manual import will not cause disruption in the Agent’s work).

Other

• Automated procedure for transferring assets between portfolios: transfer transactions are automatically generated for selected positions.

• Made changes to the interface of the filter window of the General Portfolio status screen, and restored the correct work of automatic calculation of dates with parameters that are specified in the «Date Parameters» tab.

• Improved the sub-module «Special Exports» to correctly process the percentages configured in the General Portfolio status filter.

• Changed the procedure for filling the variable «Position Opening Date» in the Total Portfolio status table. Now it reflects the date of the most relevant change of the position volume from zero to a positive value.

• The variable ESP on acquisition has been renamed Yield to Maturity.

• The GAMA user interface (UI) now supports skins — sets of bitmaps, fonts, and alignment settings that determine how UI elements are painted in all possible states: normal, hot-tracked, selected, etc.

You can find more detailed information about these features in the system documentation. If you have any questions, please reach out to our customer service and our specialists will be happy to help!