Press Releases

03 - 12 - 2019

The main feature of the new version is the implementation of the module “Fiduciary Responsibility”, which identifies questionable bond purchase transactions. The algorithm is based on methodological recommendations issued by the Bank of Russia Collective Investment and Trust Management Department (June 2019).

The main feature of the new version is the implementation of the module “Fiduciary Responsibility”, which identifies questionable bond purchase transactions. The algorithm is based on methodological recommendations issued by the department of collective investment and trust management of the Bank of Russia in June 2019. Future versions will include improvements of this feature to enable the calculation of replenishment on bonds and the analysis of the effectiveness of depositing funds. Please note that the Risks — Fiduciary Responsibility module is provided in test operation mode.

In the new version, we continued to work on the stress testing feature, modified some imports, and introduced new ways to work with currency.

Stress test
• Implemented the ability to generate separate lines of data for debts on coupons, partial repayments and dividends
• In the specifications of bonds, it is possible to manually indicate the shares of obligations guaranteed by the guarantor in nominal and coupon rates, as well as the subsequent export of such information to the stress test data screen.
• Fixed the procedure for filling in data for a key company: columns with a name and INN, intended for information about a non-key company are no longer populated.

Imports
• Expanded the functionality of import “MICEX Quotes RPS”: the functionality supports importing into the exchange by searching for files in nested directories, in addition to better organized trading mode options.
• Made changes to “Import RP AM General” to correctly download files from the directory.

Work with currency
• Fixed changes to the exchange rate for coupon: by default, the rate changes daily due to the official rate being updated until the date of the coupon payment.
• Modified the utility for automatically updating the exchange rate in repo transactions to also allow you to update the exchange rate in T + transactions.

Other
• Implemented a feature that allows to configure several broker’s commission rates and their binding to the trading mode to automatically calculate the size of commissions when initiating a transaction.
• Added the ability to exclude repo positions when analyzing composite portfolios.
• Enabled export and import of «Favorites».

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