Updated Risk manager terminal module CoLibri (versions 4.15, 4.16, 4.17)

In the new versions of CoLibri the functionality for rolling over client positions underwent further developments:

1. Client positions may now be rolled over on Saint-Petersburg exchange markets supported in QUIK.
2. Lists of instruments to roll over long and short positions may be specified separately what makes it possible to choose securities for rolling over according to their specific characters.
3. Specifying margin lending parameters in the settings ‘Templates for rolling over’ makes it possible not to roll over long positions for client codes included in these templates. 
   

Changes were also made in position closing algorithms:

1. The ‘Minimum turnover' algorithm gives the best choice of securities for closure of positions, and the algorithm ‘In proportion to position’ takes into account market data — this provides execution of closing orders in all cases.
2. The algorithm for closure of positions on the FX market supports setting a discretionary list of instruments for closure of currency positions (previously, only two instruments could be chosen). Instruments in the list may have different settlement dates and different currency pairs and may be arranged in order of preference. Availability of order forwarding is checked for each instrument from the list when closing orders.