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As per the Securities market risk parameters methodology, on 27.06.2023, 16-19 (MSK) the upper bound of the price band (...
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CCP NCC sets the following risk parameters on Securities market starting from June 29, 2023 and on Derivatives market st...
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As per the Securities market risk parameters methodology, on 27.06.2023, 15-31 (MSK) the upper bound of the price band (...
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Risk parameters for new futures on Derivatives market
CCP NCC sets the following risk parameters for new futures on Der...
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As per the Securities market risk parameters methodology, on 27.06.2023, 14-12 (MSK) the lower bound of the REPO rate fo...
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27.06.2023 Risk Parameters Change for the Securities
The following risk parameters will be changed:
Ticker
IR risk (downward scenario) - SECΔ_1 (Y0/...
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As per the Securities market risk parameters methodology, on 26.06.2023, 17-05 (MSK) the upper bound of the price band (...
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As per the Securities market risk parameters methodology, on 26.06.2023, 16-10 (MSK) the upper bound of the price band (...
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26.06.2023 Risk Parameters Change for the Securities
The following risk parameters will be changed:
Ticker
IR risk (downward scenario) - SECΔ_1 (Y0/...
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As per the Securities market risk parameters methodology, on 26.06.2023, 14-12 (MSK) the lower bound of the REPO rate fo...
Go to this news page