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28.08.2020 Risk Parameters Change for the Securities
The following risk parameters will be changed:
IR risk (downward ...
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As per the Securities market risk parameters methodology, on 28.08.2020, 11-40 (MSK) the upper bound of the price band (...
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27.08.2020 Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from August 28, 2020:
...
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As per the Securities market risk parameters methodology, on 26.08.2020, 19-22 (MSK) the upper bound of the price band (...
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As per the Securities market risk parameters methodology, on 26.08.2020, 18-02 (MSK) the upper bound of the price band (...
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26.08.2020 Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from August 27, 2020:
1. Market risk rates a...
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26.08.2020 Risk Parameters Change for the Securities
The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1...
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25.08.2020 Risk parameters change for the security V-RM
As per the Securities market risk parameters methodology, on 25.08.2020, 23-17 (MSK) the upper bound of the price band (...
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25.08.2020 Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from August 25, 2020:
Market risk rates a...
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25.08.2020 Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from August 26, 2020:
Ticke...
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