As per the Equity Market Risk Parameters Methodology, on 15.12.2017, 12-33 (MSK) the lower bound of the price&...

As per the Equity Market Risk Parameters Methodology, on 15.12.2017, 12-32 (MSK) the lower bound of the price&...

The following risk parameters will be applied starting from the 15th December 2017:       ...

As per the Equity Market Risk Parameters Methodology, on 14.12.2017, 13-15 (MSK) the lower bound of the REPO rate and IR...

As per the Equity Market Risk Parameters Methodology, on 14.12.2017, 13-07 (MSK) the lower bound of the price&...

As per the Equity Market Risk Parameters Methodology, on 14.12.2017, 12-33 (MSK) the lower bound of the price&...

CCP NCC is changing standard period of stress collateral requirement calculation and sets the following schedule: ...

If market volatility does not significantly increase by December 27, 2017, risk parameters will be equal to the values l...

The following risk parameters will be changed:   IR risk (downward scenario) - SECΔ_1 (Y0/Y1) ...

New securities will be accepted to margin trading starting from 12.12.2017. From this date on, the following risk parame...