Press Releases

25 - 02 - 2024

We are pleased to announce two long awaited products in the new version of GAMA: scenario forecasting and stress testing of non-state pension funds using a method projected to come into effect this year!

With the Scenario Forecast module you will look into the future of your assets and learn about the strengths and weaknesses of your portfolios. Now you just set a projected change in various market conditions and GAMA will provide you with valuable information about the future value of each portfolio position, its financial result and profitability, the value of assets on a given horizon in the event of the implementation of a given forecast, the dynamics of changes in the assets value on a given horizon analysis, to name a few.

By applying various forecasts and comparing their results, you will be both able to determine macroeconomic factors whose change impacts dramatically the value of portfolios and their financial results, and to identify assets most sensitive to certain changes. And we won’t stop here! Work is already underway to further develop the module’s mathematical tools, flexibility of scenario parameters and convenience of results analysis. We welcome your feedback!
Another essential part of the new version is a large-scale refinement of the stress testing methodology for non-state pension funds to meet the new regulatory requirements projected for coming into force this year. This revision resulted from months-long active participation of our company’s specialists in the task force of the Risk Committee of the National Association of Non-State Pension Funds and the Bank of Russia. The new requirements have not yet come into effect, but new forecast algorithms for floaters, linkers and mortgage bonds cash flows are already at your disposal!