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03.05.2017 Risk parameters change for the security MTSS
As per the Equity Market Risk Parameters Methodology, on 03.05.2017, 10-34 (MSK) the lower bound of the price band and i...
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02.05.2017 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from May 03, 2017. From this date on, the following risk p...
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28.04.2017 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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28.04.2017 RUB Penalty Rate Change from May 02, 2017
Upper REPO Penalty Rate (HPenRate) on Equity Market will be changed to 18.5% starting from May 02, 2017.
RUB Rollover R...
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27.04.2017 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from April 28, 2017. From this date on, the following risk paramet...
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27.04.2017 Risk parameters change for the security YNDX
As per the Equity Market Risk Parameters Methodology, on 27.04.2017, 17-53 (MSK) the upper bound of the price band and i...
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26.04.2017 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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24.04.2017 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 21.04.2015, 13-43 (MSK) the upper bound of the price&...
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20.04.2017 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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