GAMA Features & Functionality

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Multi-currency
  • Multi-currency accounting with full support for all types of financial instruments and transactions
  • Simultaneous management of any number of currencies within a portfolio as well as seamless management of a number of portfolios operating with different currencies. This includes simultaneous calculations of multiple copies of the same portfolio, each of those in a different currency.

Real-time
  • Calculations in real-time, including a comprehensive list of analytical parameters for the portfolio
  • Monitoring of Broken limits (‘The Broken Limits Monitor’)
  • Monitoring of Portfolio status (‘The Portfolio Status Monitor’)
  • Complete automation of activities starting with the import of transactions from the Trade Terminal to generation of performance reports for a specified period

Support for a variety of financial instruments
  • Manage specifications of international and Russian financial instruments: stocks, depository receipts, shares, bonds, currencies, indices, options, futures, derivatives (e.g. FRA, IRS), certificates, etc.
  • Automatic calculation of the redemption scheme, coupons and other events
  • Maintain an archive of quotes of financial instruments, including exchange rates

Integration with multiple data sources and counterparties
  • Automatic, and automated, import of data from dozens of sources such as specifications, quotes, rates, indices, weights, etc.
  • Automatic, and automated, import of information about the transactions from the relevant stock exchanges and trade terminals
  • Export any information from GAMA to any target outside the solution in the appropriate format
  • Integration with external sources to synchronize data in real-time
  • GAMA Database mirroring to an external storage facility

Analytic functionality
  • Model Portfolios
  • Calculation of analytical parameters
    • Calculation of yield to maturity and duration of the position, the group of positions, the portfolio, the group portfolios (including IRR)
    • Calculation of the current, the simple yield for the position, and the portfolio
    • Calculation of sensitivity
  • Different variants for calculation of money-weighted yield (MWY)
    • 8 variants for the profit / loss calculation
    • 3 variants for calculation for the average invested capital
  • Stress testing
  • Indices and benchmarks
    • Build your own stock indices
    • Comparison of the weight of stocks in the portfolio against the index
    • Creation of benchmarks
    • Maintain an archive of correlation between indices and securities
  • Limits
    • Investment declaration specification
    • Binding declarations to portfolios
    • List of broken limits for portfolios
    • Automatic identification of the source of the broken declaration article
    • Monitor broken limits
  • Evaluating the efficiency of asset management (Time Weighted Return -TWR- module)
    • Creating composites for an arbitrary group of assets and portfolios
    • Calculation of the yield of composites in accordance with GIPS Standards
    • Maintain the history of a portfolio entry/exit to/from a composite
    • Comparison of the benchmark yield and the yield of composites
    • Calculation of portfolio returns in accordance with the appropriate Russian Regulations
    • Calculation of analytical parameters for a portfolio, a composite, a benchmark including Sharpe, Sortino, Treynor, information ratios, as well as the coefficient of covariance, correlation, alpha, beta, determination
    • Return on TWR
  • Positions consolidation by any category
  • Bond yield calculator

Accounting and integration with general ledger systems
  • Accounting functionality
    • Accounting for deals with a variety of financial instruments, coupons and redemption payments, dividend payments, etc.
    • Accounting for operations in a pool of portfolios
    • Accounting for ‘passive’ positions: income / expenses, redundant costs, mutual funds
    • Automation of corporate actions (e.g. stock splits, merger)
    • Monitor the status of cash and depository accounts
    • Calculation of portfolio positions
    • Balance value computation: LIFO, FIFO, Average
    • Accommodate change of accounting policy
    • Special Operations (decrease, increase book value, revaluation, calculation of variation margin, calculation of payment under the guarantee provision, etc.)
    • Automatic performance of operations related to the coupon and redemption payments in all portfolios on the trade date, etc. — in all relevant portfolios
  • Net Asset Value (NAV)
    • Specification of the portfolio value calculation
    • Specification of the management fee calculation
    • Calculation of asset value, net asset value of the portfolio on a given date
    • Management fee calculation
    • Archiving AV, NAV, management fee
  • General Ledger module
    • General ledger specification
    • Generation of accounting transactions for a given trade record in accordance with provided specifications
    • Creating a file with the accounting transactions for export to an external accounting system
    • Set ‘Sent’ status for the trades for which accounting transaction has been exported to protect the transaction from accidental editing
    • Commit/Rollback for the general ledger mails
  • Calculation of the Management fees due the investment management company
    • Specification of the computation of the Management fees
    • Computation of the Management fee
    • Computation of the success fee (profit split)
    • Specification of the Management fee for portfolios
    • Archive for the average portfolio values
  • Calculation of Depository fee
    • A simplified calculation of the DCC and NDC fees to check the exposed depository accounts
    • Allocation of the depository costs

Compliance with legislation and regulatory requirements

As well as being the leading solution for Portfolio Management in the Russian market, GAMA has reference installations in a number of Scandinavian and European countries. All markets are subject to different legislative and regulatory requirements, which GAMA natively supports and comply with. ¹

¹ If you need an overview of the specific Legislation and regulatory requirements for the Russian market, please contact InfoStroy.

Customizable Reporting
  • Flexible and powerful report generator, available on a per end-user basis
  • Seamless integration with MS Office
  • Distribution of reports to pre-defined counterparties via e-mail
  • Reports to order

Support for distributed investment
  • Support structures for portfolios located in different jurisdictions with dynamic consolidation of results
  • GAMA provides a single information space for companies and subsidiaries using different accounting policies, accounting currencies and user interface languages