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09.07.2020 Risk Parameters Change for the Securities
The following risk parameters will be changed:
Market Risk ...
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09.07.2020 Risk Parameters Change on Securities Market
By decision of CCP NCC short selling bans on the following bonds will be terminated starting from July 10, 2020.
...
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08.07.2020 Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market starting from July 9, 2020.
1. Market risk rates w...
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As per the Securities market risk parameters methodology, on 08.07.2020, 12-54 (MSK) the upper bound of the price band (...
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As per the Securities market risk parameters methodology, on 08.07.2020, 10-11 (MSK) the lower bound of the REPO rate fo...
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07.07.2020 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 08.07.2020. From this date on, the following risk parameters ...
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As per the Securities market risk parameters methodology, on 07.07.2020, 16-26 (MSK) the upper bound of the price band (...
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As per the Securities market risk parameters methodology, on 07.07.2020, 11-50 (MSK) the upper bound of the price band (...
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06.07.2020 Risk Parameters Change for the Securities
The following risk parameters will be changed:
IR risk (downw...
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Due to Holidays on foreign exchanges on July 3, 2020 CCP NCC sets the following risk parameters on Derivatives market:
...
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