Press Releases

13 - 07 - 2020

A key feature of the new version is the expansion of automated control over data quality. Now you can be sure of the accuracy of bond redemption schemes, which in turn will provide a correct assessment of assets and forecast of cash flows in stress testing!

A new feature of this new release is the transition to a web-based version of the documentation. Now the “help” request will open the technical support portal page in the browser.

You still have access to the convenient help request feature: press F1 on the table or the GAMA screen to open a help page dedicated to the relevant topic.

There is a search icon on every page of the portal. Now, unlike the previous mode of operation, you will not need to think about where to search to answer your question: the search will be performed on all reference materials at the same time (both in Documentation and in the Knowledge database).

Previously, the documentation was updated only with the release of the new version of GAMA. Now, the transition to the web-version allows updating information constantly, which means that the documentation on new system features will be available immediately after they are added.

As announced, we continue to expand the capabilities of automated control over the accuracy of market data from the previous version. Now you can be sure of the accuracy of bonds redemption schemes by comparing the calculated accrued interest for one security with the data of the Moscow Exchange.

We took into account your feedback and suggestions and increased the comprehensiveness of inspection results. We will continue to work on increasing the variety of checks and the convenience of the interface.

The list of updates in the new version of the system can be found below.

Stress testing

• After the Bank of Russia promulgated Order No. OD 837 dated May 27, 2020, we quickly implemented the feature of stress testing according to new scenarios.
• Added the ability to export stress testing data to the “Model” file version 5.1.

Ratings

• Added the ability to store in the system data on ratings of structural instruments assigned by the agencies «ACRA» and «Expert RA». Changes have been made to the import settings to automatically download such information. New scales added to the stress testing functionality.
• Implemented summary tables of rating data (“Ratings (general list)” commands in the specifications table and in the companies table) with the ability to delete rating records.

Asset Valuation

• When calculating the ammount of the “Calculated Accrued Interest per 1 security” (variable 31021 in the Bonds price table), it is possible to take into account the exchange rate for securities denominated in foreign currency.
• When calculating arrears on T + transactions, the possibility of accounting for accrued interest was implemented.
• We renamed flags, variables and commands related to the assessment carried out in accordance with the instructions of the Bank of Russia No. 5419-U and No. 5446-U. Instead of “Valuation by 5419-U”, the name “Valuation by stratums in 2020” is used.
• Some criteria of market activity and criteria of fair prices were renamed; the working order of the criteria has not changed.
• A new parameter has been implemented for the criteria for evaluating deposits, which allows you to select the value used in case the rate is recognized as non-market: the boundary value of the market range or the weighted average rate with correction.

Imports

• Created new data import with Cbonds Web Service — stock specifications and dividends (No. 275 and No. 277).
• Imports from Cbonds Web Service and RuData have been improved to accurately load the coupon rate for bonds in the specification of which the “NKD RUONIA” flag (OFZ-24020 and OFZ-24021) is activated.
• Expanded the list of trading modes available for customization when importing Moscow Exchange quotes.
• Restored the import of stock specifications with investfunds.ru (No. 258) after the website was updated.
• The TLS 1.2 protocol is enabled when establishing a connection to import bond specifications from finam.ru (No. 259).

Other

• We added an “bond accrued interest” check to the quality of market data check feature which allows to evaluate the relevance of bond redemption schemes. We also increased the comprehensiveness of inspection results.