Press Releases

New version of GAMA!

21 - 01 - 2019

Upgrading GAMA to version 15.3 will allow you to access a variety of new features. The most time and work were put into stress testing. However, we also paid close attention to other tasks, such as expanding control of investment portfolio declarations. In addition, we have been creating new imports and improving the previously implemented ones.

After a long period of research and development, we have implemented a parallel computing technology: it involves designing and implementing software so that the code can be executed simultaneously on multiple computing resources — cores, processors, computers, virtual resources. Technical information regarding this feature can be found in the system documentation.

We hope all these improvements, as well as several small but useful innovations, will be effective tools in your work!


  • Implemented new scenarios in accordance with the order No. OD-2306 of September 4, 2018;
  • Made a change in the algorithm for selecting a rating group in accordance with the explanations of the regulator.
  • Added a more detailed display of ratings information. The settings for determining the rating group have become more flexible.
  • The “Data” and “Parameters” sheets are now filled in with the help of the special report “Data export to the stress test model of the Central Bank” in the “Model” file.
  • Stress testing in GAMA can now reproduce the results of stress testing obtained in the “Model” file.
  • Improved forecasting of cash flows on the inflation bonds.
  • New “Report” command in the “Stress test of the Central Bank” results window helps form a file with a summary of the main stress testing results.
  • Coupon and redemption payments made on the same date are divided in the list of data on the cash flows of the bonds.

Asset Valuation

  • Customization of the pricing rule in the case of using price data from several exchanges is implemented in the methods of fair value estimation
  • Added new fair price criteria (“Low Offer <> High Bid” and “Bid <> Offer + Trade Volume> + Lastprice>”.
  • New data setting parameter is added to the fair value criteria for deposit evaluation. The parameter sets the date from which the weighted average rate is determined: from the date of calculation or from the date of placement of funds.
  • You can now set arbitrary types for fair prices.
  • Calculation of fair prices for rules that are not used anymore can now be turned off.
  • The EIR (effective interest rate) calculation flag can now be activated separately for bonds and deposits.
  • Now there are two possible approaches to calculating discounts and premiums for securities with amortization of par value and securities with a floating coupon rate.


  • Increased informativeness of logging import results
  • When you start importing stock and bond specifications, as well as the information about companies from various web sources, you can now select the data update mode (adding only previously not imported data or selecting a full update of information).
  • When importing various information about bonds from Cbonds Web Service, it is possible to search for data not only on State Registration Number (SRN), but also on ISIN.
  • During the import all Cyrillic characters in the security codes are automatically replaced by the characters in the Latin alphabet.
  • Added new import — “Import of dividends from Interfax”, No. 276).
  • When importing quotes from Moscow Exchange files, you can now automatically determine the exchange for recording data depending on the trading mode.
  • Import of quotes from Moscow Exchange files now allows you to download price data of High Bid, Low Offer and Lastprice.
  • Added import of data on the date of early redemption of bonds with and Cbonds Web Service.

Investment Declaration

  • Added new classifications – based on the position belonging to the REPO category and on the basis of a subordinated bond.
  • Implemented new restrictions — on the market value in currency and on the quantity in units.
  • Added variables with security registration numbers in the limit control screens.

In Addition

  • Now the system can store the trading mode data.
  • A feature of a subordinated bond has been added to the specification of bonds, as well as the import of this information from Interfax and Cbonds Web Service.
  • A new classifier “NSD asset type” was created for shares and bonds.
  • Dividends are now correctly processed if the same registry closing date is specified for several payments.
  • The variable “Date of record creation” has been added to the table of companies, which automatically displays the current date when a new company is created. This allows to select recently added issuers and import their rating history.
  • The access to the reference information has become even easier: the button “Knowledge Base” has been added to the “Help” menu, which opens the technical support portal page with the content of this section.
  • Added a more detailed message about the rejection of a password to enter the system.

For more in-depth information regarding these features of GAMA check the documentation for the system. Our specialists from the customer support department are always ready to help you, should you have any questions!