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15.12.2017 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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Due to decision of NCC Clearing Bank starting from December 18, 2017:
- RUB Rollover Rate in FX and Preci...
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As per the Equity Market Risk Parameters Methodology, on 15.12.2017, 13-48 (MSK) the upper bound of the price band and i...
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As per the Equity Market Risk Parameters Methodology, on 15.12.2017, 12-35 (MSK) the lower bound of the price&...
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As per the Equity Market Risk Parameters Methodology, on 15.12.2017, 12-33 (MSK) the lower bound of the price&...
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As per the Equity Market Risk Parameters Methodology, on 15.12.2017, 12-32 (MSK) the lower bound of the price&...
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14.12.2017 Risk parameters for bonds
The following risk parameters will be applied starting from the 15th December 2017:
...
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As per the Equity Market Risk Parameters Methodology, on 14.12.2017, 13-15 (MSK) the lower bound of the REPO rate and IR...
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As per the Equity Market Risk Parameters Methodology, on 14.12.2017, 13-07 (MSK) the lower bound of the price&...
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As per the Equity Market Risk Parameters Methodology, on 14.12.2017, 12-33 (MSK) the lower bound of the price&...
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