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15.11.2019 Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from November 22, 2019:
Sec...
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15.11.2019 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 18.11.2019. From this date on, the following risk parameters ...
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15.11.2019 Risk Parameters Change for the Securities
The following risk parameters will be changed:
IR risk (downw...
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14.11.2019 Risk Parameters Change for the Securities
The following risk parameters will be changed:
IR risk (downw...
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12.11.2019 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from 13.11.2019. From this date on, the following risk parameters ...
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12.11.2019 Risk parameters change for the security RUSE
As per the Securities market risk parameters methodology, on 12.11.2019, 12-29 (MSK) the upper bound of the price band a...
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11.11.2019 USD penalty rate change
According to the CCP NCC decision USD penalty rate is set equal to 4% starting from November 12, 2019.
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07.11.2019 Risk Parameters Change for the Securities
The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y...
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As per the Securities market risk parameters methodology, on 06.11.2019, 10-29 (MSK) the upper bound of the price band a...
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As per the Securities market risk parameters methodology, on 06.11.2019, 10-23 (MSK) the upper bound of the price band a...
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