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