Press Releases

20 - 06 - 2024

In the new version of GAMA we have mastered the new stress testing algorithms for non-state pension funds as well as expanded the options for scenario forecasting.

Keeping up with the discussions on stress testing with the task force of the Risk Committee of the National Association of Non-State Pension Funds and the Bank of Russia, we made several adjustments to the previously implemented calculation procedure. We also ensured the upload of the data to the new edition of the Model and to a new file template with confirmation of bonds settlement. As always, we promptly added GAMA stress testing option according to new scenarios.

In the Scenario Forecast module, we included the option to compare on one screen the dynamics of portfolio value during the implementation of each of the specified forecast scenarios. The forecast of future flows for floaters is now built using the formulas from their specifications including using imputed indicators. The scripts themselves now enable you to set more parameters and for a larger number of intermediate points.