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05.06.2018 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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04.06.2018 Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market for the following bonds starting from June 08, 2018:
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01.06.2018 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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As per the Equity Market Risk Parameters Methodology, on 31.05.2018, 17-26 (MSK) the lower bound of the REPO rate band a...
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As per the Equity Market Risk Parameters Methodology, on 31.05.2018, 16-22 (MSK) the lower bound of the REPO rate band a...
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As per the Equity Market Risk Parameters Methodology, on 31.05.2018, 14-15 (MSK) the lower bound of the REPO rate band a...
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As per the Equity Market Risk Parameters Methodology, on 31.05.2018, 14-02 (MSK) the lower bound of the REPO rate band a...
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As per the Equity Market Risk Parameters Methodology, on 31.05.2018, 13-35 (MSK) the lower bound of the REPO rate band a...
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As per the Equity Market Risk Parameters Methodology, on 31.05.2018, 13-17 (MSK) the lower bound of the REPO rate band a...
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As per the Equity Market Risk Parameters Methodology, on 31.05.2018, 13-08 (MSK) the lower bound of the REPO rate band a...
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