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17.08.2023 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 17.08.2023, 12-57 (MSK) the lower bound of the price band (...
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As per the Securities market risk parameters methodology, on 17.08.2023, 12-28 (MSK) the lower bound of the price band (...
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As per the Securities market risk parameters methodology, on 17.08.2023, 11-24 (MSK) the lower bound of the REPO rate fo...
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As per the Securities market risk parameters methodology, on 17.08.2023, 10-59 (MSK) the upper bound of the price band (...
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As per the Securities market risk parameters methodology, on 17.08.2023, 10-21 (MSK) the upper bound of the price band (...
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As per the Securities market risk parameters methodology, on 17.08.2023, 10-21 (MSK) the upper bound of the price band (...
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16.08.2023 Risk parameters change on Securities market
CCP NCC changes PcH_max parameter value that defines price up limit on Securities market starting from August 17, 2023:
...
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16.08.2023 Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 17.08.2023 :
№
...
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As per the Securities market risk parameters methodology, on 16.08.2023, 16-15 (MSK) the upper bound of the price band (...
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