GAMA Features & Functionality
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Multi-currency
- Multi-currency accounting with full support for all types of financial instruments and transactions
- Simultaneous management of any number of currencies within a portfolio as well as seamless management of a number of portfolios operating with different currencies. This includes simultaneous calculations of multiple copies of the same portfolio, each of those in a different currency.
Real-time
- Calculations in real-time, including a comprehensive list of analytical parameters for the portfolio
- Monitoring of Broken limits (‘The Broken Limits Monitor’)
- Monitoring of Portfolio status (‘The Portfolio Status Monitor’)
- Complete automation of activities starting with the import of transactions from the Trade Terminal to generation of performance reports for a specified period
Support for a variety of financial instruments
- Manage specifications of international and Russian financial instruments: stocks, depository receipts, shares, bonds, currencies, indices, options, futures, derivatives (e.g. FRA, IRS), certificates, etc.
- Automatic calculation of the redemption scheme, coupons and other events
- Maintain an archive of quotes of financial instruments, including exchange rates
Integration with multiple data sources and counterparties
- Automatic, and automated, import of data from dozens of sources such as specifications, quotes, rates, indices, weights, etc.
- Automatic, and automated, import of information about the transactions from the relevant stock exchanges and trade terminals
- Export any information from GAMA to any target outside the solution in the appropriate format
- Integration with external sources to synchronize data in real-time
- GAMA Database mirroring to an external storage facility
Analytic functionality
- Model Portfolios
- Calculation of analytical parameters
- Calculation of yield to maturity and duration of the position, the group of positions, the portfolio, the group portfolios (including IRR)
- Calculation of the current, the simple yield for the position, and the portfolio
- Calculation of sensitivity
- Different variants for calculation of money-weighted yield (MWY)
- 8 variants for the profit / loss calculation
- 3 variants for calculation for the average invested capital
- Stress testing
- Indices and benchmarks
- Build your own stock indices
- Comparison of the weight of stocks in the portfolio against the index
- Creation of benchmarks
- Maintain an archive of correlation between indices and securities
- Limits
- Investment declaration specification
- Binding declarations to portfolios
- List of broken limits for portfolios
- Automatic identification of the source of the broken declaration article
- Monitor broken limits
- Evaluating the efficiency of asset management (Time Weighted Return -TWR- module)
- Creating composites for an arbitrary group of assets and portfolios
- Calculation of the yield of composites in accordance with GIPS Standards
- Maintain the history of a portfolio entry/exit to/from a composite
- Comparison of the benchmark yield and the yield of composites
- Calculation of portfolio returns in accordance with the appropriate Russian Regulations
- Calculation of analytical parameters for a portfolio, a composite, a benchmark including Sharpe, Sortino, Treynor, information ratios, as well as the coefficient of covariance, correlation, alpha, beta, determination
- Return on TWR
- Positions consolidation by any category
- Bond yield calculator
Accounting and integration with general ledger systems
- Accounting functionality
- Accounting for deals with a variety of financial instruments, coupons and redemption payments, dividend payments, etc.
- Accounting for operations in a pool of portfolios
- Accounting for ‘passive’ positions: income / expenses, redundant costs, mutual funds
- Automation of corporate actions (e.g. stock splits, merger)
- Monitor the status of cash and depository accounts
- Calculation of portfolio positions
- Balance value computation: LIFO, FIFO, Average
- Accommodate change of accounting policy
- Special Operations (decrease, increase book value, revaluation, calculation of variation margin, calculation of payment under the guarantee provision, etc.)
- Automatic performance of operations related to the coupon and redemption payments in all portfolios on the trade date, etc. — in all relevant portfolios
- Net Asset Value (NAV)
- Specification of the portfolio value calculation
- Specification of the management fee calculation
- Calculation of asset value, net asset value of the portfolio on a given date
- Management fee calculation
- Archiving AV, NAV, management fee
- General Ledger module
- General ledger specification
- Generation of accounting transactions for a given trade record in accordance with provided specifications
- Creating a file with the accounting transactions for export to an external accounting system
- Set ‘Sent’ status for the trades for which accounting transaction has been exported to protect the transaction from accidental editing
- Commit/Rollback for the general ledger mails
- Calculation of the Management fees due the investment management company
- Specification of the computation of the Management fees
- Computation of the Management fee
- Computation of the success fee (profit split)
- Specification of the Management fee for portfolios
- Archive for the average portfolio values
- Calculation of Depository fee
- A simplified calculation of the DCC and NDC fees to check the exposed depository accounts
- Allocation of the depository costs
Compliance with legislation and regulatory requirements
As well as being the leading solution for Portfolio Management in the Russian market, GAMA has reference installations in a number of Scandinavian and European countries. All markets are subject to different legislative and regulatory requirements, which GAMA natively supports and comply with. ¹
¹ If you need an overview of the specific Legislation and regulatory requirements for the Russian market, please contact InfoStroy.
Customizable Reporting
- Flexible and powerful report generator, available on a per end-user basis
- Seamless integration with MS Office
- Distribution of reports to pre-defined counterparties via e-mail
- Reports to order
Support for distributed investment
- Support structures for portfolios located in different jurisdictions with dynamic consolidation of results
- GAMA provides a single information space for companies and subsidiaries using different accounting policies, accounting currencies and user interface languages