New in QORT

Automated back-office backQORT

Work with filters:

• The ‘Included in sanctions lists’ feature was added in asset filters.
• It has become possible to filter assets by ISIN codes (one or several) in the ‘Assets’ table.

REPO accounting:

• For OTC REPO trades, it is now possible to choose a method of calculation for the trade’s second part volume by formulas of simple or compound interests.

Work on the Saint-Petersburg Exchange:

• During reconciliation with the Saint-Petersburg Exchange report ‘XML file of quotations of securities on SPB’ (SPB21), the clearing center’s settlement price can be saved in the system.
• The system allows registration of clients on the Saint-Petersburg Exchange. Client codes for reservation on the Exchange can be uploaded via the IDB.

Commissions:

• Commissions now can be written off automatically without a funds adequacy check.

Positions:

• When uploading positions for securities, it has become possible to transmit a book price in the currency specified in the ‘Position price currency’ setting in the dealer’s library of QUIK.

'Spot Market Risk Management' module:

• Recalculation time for margin indicators on a specified date can be set at check points simultaneously with online calculation of these indicators.
• When calculating margin indicators, it is possible to evaluate bonds in the quotation price currency. Depending on this currency, a currency risk for bonds is taken into account when calculating margin indicators.

Middle-office of an asset management company capQORT

Optimized load on the system:

• Current values of the subaccounts table will not be updated if there is a coincidence of parameters of the record found in the DB and the one imported via the IDB.

Bloomberg DataLicense QORT program interface:

• There is a new basis for asset ‘ISDA_30E_360’ (German: 30/360 and Ger: 30/360) and support for its import during integration with Bloomberg DataLicense. For assets with this basis it has become possible to calculate ACI.