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20.03.2023 Risk Parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from March 22, 2023.
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...
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As per the Securities market risk parameters methodology, on 20.03.2023, 14-30 (MSK) the upper bound of the price band (...
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As per the Securities market risk parameters methodology, on 20.03.2023, 14-21 (MSK) the lower bound of the REPO rate fo...
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As per the Securities market risk parameters methodology, on 20.03.2023, 14-12 (MSK) the lower bound of the REPO rate fo...
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20.03.2023 Risk Parameters Change for the Securities
The following risk parameters will be changed:
Ticker
IR risk (downward scenario) -
SECΔ_1 ...
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20.03.2023 Risk parameters change for the security VTBR
As per the Securities market risk parameters methodology, on 20.03.2023, 10-49 (MSK) the upper bound of the price band (...
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As per the FX and Precious metals market risk parameters methodology, on 20.03.2023, 10-23 (MSK) the upper bound of the ...
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17.03.2023 Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 20.03.2023 :
№
...
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As per the Securities market risk parameters methodology, on 17.03.2023, 14-21 (MSK) the upper bound of the price band (...
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17.03.2023 Risk parameters change for the security SBER
As per the Securities market risk parameters methodology, on 17.03.2023, 14-05 (MSK) the upper bound of the price band (...
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