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25.05.2023 Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 26.05.2023 :
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...
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25.05.2023 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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24.05.2023 Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 25.05.2023 :
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...
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CCP NCC sets the following risk parameters:
FX:
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Ticker
Current market risk rates
New marke...
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24.05.2023 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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24.05.2023 Risk parameters change for the security MGNT
As per the Securities market risk parameters methodology, on 24.05.2023, 11-10 (MSK) the lower bound of the price band (...
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23.05.2023 Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 24.05.2023 :
...
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23.05.2023 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 23.05.2023, 10-52 (MSK) the upper bound of the price band (...
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22.05.2023 Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 23.05.2023:
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...
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