Press Releases

03 - 12 - 2019

In this release, we continued to work on expanding the capabilities of the Fiduciary Responsibility module, the algorithms of which are based on methodological recommendations issued by the Bank of Russia Collective Investment and Trust Management Department from June 2019. Now, along with the test for questionable bond purchases, you can also access replenishment calculations. Currently, the “Fiduciary Responsibility” module is working in test operation mode. We expect that in the future versions of GAMA’s capabilities will be expanded. In the future, this module (as well as the module “Stress test of the Central Bank”) will be provided on a rental basis.

In addition, the new version allows to:
• disable calculation of ESP adjustments for “short” deposits;
• import profitability data from NSD price archives;
• store LEI codes for foreign issuers in the system;
• customize the calculation of shares of assets in the General portfolio with flexibility.

You will find a detailed list of all changes below.

We wish you comfortable and productive work!

So, GAMA V16.3!

Profitability analysis
• Implemented the calculation of replenishment for questionable bond purchase transactions, as part of the analysis of fiduciary liability
• Adjusted the procedure for calculating the number of days of a non-zero position in the Bonds module. Earlier, the calculation of “SIC for ownership” gave an incorrect result if the first day of the interval was excluded from the calculation.

Stress test
• Added parameters to scenarios approved by order No. OD-2201 of 09/20/2019 to the stress testing of NPFs
• Provided correct shipment of PR composites numbers to the Model file for the case when PR composites, which are not involved in setting up portfolios are created in the system.
• The company record now includes fields for storing information about the LEI code (18136) and attributes of the SPV company (18137), which are manually filled in. When generating data for stress testing in the absence of a company TIN, its LEI code is indicated.

Amortized cost
• Increased flexibility of adjusting the procedure for generating «Accruing PD for ESP» transactions. It is now possible to disable the calculation of adjustments for deposits with a term of less than a year.

Investment declaration
• Added the «Free limit» variable (31013) to the declaration verification screen, the value of which is calculated as the difference between the current and the maximum-allowed indicators.

Imports
• Modified “Import of MICEX quotes (Internet / CSV)” (No. 41) to download data using the new TQCB trading mode.
• Added a feature to download the information on bond yield and the number of pricing methods from the NSD’s price archives (if you need to import such data, contact our customer service for the instructions regarding the necessary settings).
• Improved the “Import of SRO NFA rates” to allow accurate processing of dates in various formats.
• As it was announced, imports of the issue ratings and issuer ratings from the Cbonds.ru website (No. 451 and No. 805) are no longer supported and are disabled.

Special Reports
• Expanded the options for filling in the “Other receivables” section in the special report “RSA — NAV (PR) / (10-37 / pz-n — Appendix 1)”. In particular, these options allow to reflect debts under INR contracts.
• Disabled special reports that are no longer relevant.

Other
• Increased flexibility to adjust the procedure for calculating shares of assets in the General Portfolio (the relevant parameters have been moved to a special tab of the General Portfolio status filter window).
• Added “Grouping 2 (11129)” and “Type of asset” (8908) variables to the Accounting — Cash flow and dashboard screens.

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