Dear users of ARQA Technologies software products, we offer to your attention the digest of the main features introduced in solutions based on the QORT software platform in the third quarter of 2025.

Automated back-office backQORT — Solution for Banks and Investment Companies

VaR-analysis Module

New Functionality

The Module supports VaR calculation for portfolios containing assets of the ‘Investment units’ type.

It became possible to upload the results of VaR calculation by a historical method via the Web-services integration module.

Taxes

New Functionality

It is possible to submit applications and receive results on IIA-3 investment deduction.

In PIT calculation, it became possible to recalculate cash for the years preceding the calculation year.

Commissions

New Functionality

Commission is accrued if a client has no operations or positions in securities.

During commission calculation it became possible to exclude ‘client-client’ trades if one party of the transaction is ‘Broker’.

It became possible to select user types of transactions when calculating the commission.

It is possible to calculate a commission on turnover of trades over non-working days.

In the functionality of group execution of corrections and phases of the commission writing-off, it became possible to set an execution date different from the current operational day.

It is possible to accrue a commission on the cash balance exceeding a certain fixed value.

When working with the order commission template, the following improvements are available:

— filtration of instruction entry methods, which allows choosing only instructions with the specified entry methods,

— choice of accrual event (‘Execution’ or ‘Registration’),

— a new field ‘Comment in operation’ which allows selecting instructions with comments containing the specified substring

Trades

New Functionality

There is a possibility to recalculate the trade phases by the REPO floating rate.

REPO Trades

New Functionality

There is a possibility to recalculate REPO trades with a floating rate taking into account the Moscow Exchange settlement rate.

Limits

New Functionality

It became possible to deactivate limit reconciliation with QUIK.

Сalculation of Margin Indicators

New Functionality

The back-office takes account of price fall and rise risks for short positions when calculating margin indicators.

It is possible to calculate margin indicators for portfolios containing options in accordance with the Bank of Russia Ordinance No. 6681-U.

Reconciliation

New Functionality

The back-office supports reconciliation with the EXC03 report of the MTF ITS.

It became possible to adjust parameters of transactions during reconciliation with the EXC03 report of the IMEX crypto platform.

Reports

New Functionality

It is possible to divide the report on portfolio value change by assets and days.

It became possible to set a password for the client report file in the xls format.

There is a possibility to generate 0420417 report in the xbrl-csv format.

Corrections

New Functionality

An option was added to categorize corrections into subtypes.

System Usability

New Functionality

It became possible to edit the ‘Exchange rates and metal prices’ table via the terminal.

It became possible to view data of:

— the ‘Client instruction register’ table for selected trades from the ‘Trades table’,

— the ‘Non-trade transactions’ table for a selected counterparty subaccount from the ‘Sub-accounts and analytic accounts’ table

Other

New Functionality

The back-office supports generation of printed forms for the following types of trade instructions:

— Application for cancellation of securities trade instruction,

— Application for cancellation of derivative trade instruction,

— Application for cancellation of repo with securities instruction,

— Application for cancellation of trade instruction of MOEX FX and Precious metals markets

The back-office supports loading of the parameters ‘Basic collateral for uncovered positions’ for options depending on the risk level.

There is a possibility to automatically download exchange currency rates of the Central Bank of Azerbaijan.

It became possible to fill in the results of the tests taken by qualified clients.

It became possible to generate trade instructions based on data about OMS orders.

There is an option to correct system users’ full names via the IDB.

It became possible to save a history of changes in parameters ‘Prohibit the use of money’, ‘Prohibit use of security’ in the business partner’s documents.

An option was added to deactivate automatic generation of full delivery and payment phases for trades with external accounts.

The back-office allows setting a fixed write-off exchange commission currency on the trading venue’s section.

 

Middle-office capQORT — Solution for Asset Management Companies

Module of integration with Cbonds Database

New Functionality

It is possible to download new asset types from Cbonds:

— ‘American Depositary Receipt (ADR),

— ‘Global Depositary Receipt (GDR)

VaR-analysis Module

New Functionality

The Module supports VaR calculation for portfolios containing assets of the ‘Investment units’ type.

It became possible to upload the results of VaR calculation by a historical method via the Web-services integration module.

The module makes possible separate VaR calculation for investment units and stocks.

There is an option to upload the results of parametric VaR calculation via the Web-services integration module.

Portfolio Organizer

New Functionality

There is a possibility to evaluate assets in the portfolio at zero price.

Trades

New Functionality

There is an option to recalculate the trade phases by the REPO floating rate. 

It became possible to create phases ‘Compensation payment’ and ‘Asset refund’ during termination of transactions.

REPO Trades

New Functionality

There is a possibility to recalculate REPO trades with a floating rate taking into account the Moscow Exchange settlement rate. 

The middle-office supports execution of REPO trades with a floating rate. 

It became possible to value the securities, received in a reverse REPO transaction, by the volume of the first leg of the REPO trade.

Restrictions

New Functionality

For restrictions of the ‘On duration’ type, it became possible to choose order directions (to buy or to sell).

System Usability

New Functionality

More flexible setting of analytical groups of instruments is available after adding the following filters:

— ‘Groups of instruments’,

— ‘Groups of underlying assets for instruments’,

— ‘Excluding’

Other

New Functionality

It became possible to specify the recipient’s details when sending non-trade instructions.

The middle-office allows choosing duration to offer as a priority when grouping instruments.

It became possible to update borders of the market prices range without asset filtering.

The middle-office allows setting a fixed write-off exchange commission currency on the trading venue’s section.

Contacts

For any questions regarding the products, their terms of use and testing, please contact the Sales and Marketing Department of ARQA Technologies: +7-383-2191619, sales@arqatech.com.

For all questions on operation of the QORT software, please contact QORT Technical Support Team: +7-383-2191699, qortsupport@arqatech.com.

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