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As per the Securities market risk parameters methodology, on 16.08.2022, 13-14 (MSK) the upper bound of the price band (...
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As per the Securities market risk parameters methodology, on 16.08.2022, 12-59 (MSK) the upper bound of the price band (...
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As per the Securities market risk parameters methodology, on 16.08.2022, 10-22 (MSK) the upper bound of the price band (...
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CCP NCC sets the following risk parameters on Securities market starting from August 22, 2022:
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As per the Securities market risk parameters methodology, on 15.08.2022, 17-43 (MSK) the upper bound of the price band (...
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As per the Securities market risk parameters methodology, on 15.08.2022, 14-18 (MSK) the upper bound of the price band (...
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15.08.2022 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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As per the Securities market risk parameters methodology, on 15.08.2022, 11-03 (MSK) the upper bound of the price band (...
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As per the Securities market risk parameters methodology, on 15.08.2022, 10-37 (MSK) the upper bound of the price band (...
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12.08.2022 Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from August, 12th 2022:
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