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As per the Securities market risk parameters methodology, on 15.06.2023, 10-28 (MSK) the upper bound of the price band (...
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14.06.2023 Risk parameters change on Securities market
CCP NCC changes PcH_max parameter value that defines price up limit on Securities market starting from June 15, 2023:
...
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As per the Securities market risk parameters methodology, on 14.06.2023, 13-36 (MSK) the upper bound of the price band (...
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As per the Securities market risk parameters methodology, on 14.06.2023, 11-30 (MSK) the upper bound of the price band (...
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As per the Securities market risk parameters methodology, on 13.06.2023, 14-45 (MSK) the lower bound of the REPO rate fo...
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13.06.2023 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 13.06.2023, 14-12 (MSK) the lower bound of the REPO rate fo...
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As per the Securities market risk parameters methodology, on 13.06.2023, 11-14 (MSK) the upper bound of the price band (...
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As per the Securities market risk parameters methodology, on 09.06.2023, 18-25 (MSK) the upper bound of the price band (...
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CCP NCC changes the following risk parameters for futures on Derivatives market starting from 7 p.m. of June, 09th 2023:...
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