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31.08.2023 Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 01.09.2023 :
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As per the Securities market risk parameters methodology, on 31.08.2023, 17-49 (MSK) the upper bound of the price band (...
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As per the Securities market risk parameters methodology, on 31.08.2023, 17-32 (MSK) the upper bound of the price band (...
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As per the Securities market risk parameters methodology, on 31.08.2023, 17-14 (MSK) the upper bound of the price band (...
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31.08.2023 Risk parameters change for the security MRKZ
As per the Securities market risk parameters methodology, on 31.08.2023, 10-04 (MSK) the upper bound of the price band (...
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30.08.2023 Risk Parameters change on Securities market
CCP NCC sets short selling ban on Securities market starting from August 24, 2023, for the following assets:
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As per the Securities market risk parameters methodology, on 30.08.2023, 18-08 (MSK) the upper bound of the price band (...
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30.08.2023 Risk parameters change for the security AQUA
As per the Securities market risk parameters methodology, on 30.08.2023, 14-40 (MSK) the upper bound of the price band (...
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As per the Securities market risk parameters methodology, on 30.08.2023, 14-09 (MSK) the upper bound of the price band (...
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30.08.2023 Risk Parameters Change for the Securities
The following risk parameters will be changed:
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IR risk (downward scenario) - SECΔ_1 (Y0/...
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