News
CCP NCC is changing standard period of stress collateral requirement calculation and sets the following schedule:
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If market volatility does not significantly increase by December 27, 2017, risk parameters will be equal to the values l...
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13.12.2017 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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12.12.2017 Risk parameters for new securities
New securities will be accepted to margin trading starting from 12.12.2017. From this date on, the following risk parame...
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11.12.2017 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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As per the Equity Market Risk Parameters Methodology, on 08.12.2017, 11-21 (MSK) the lower bound of the REPO rate band a...
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07.12.2017 Risk parameters for new bonds
Normal
0
false
false
false
EN-US
X-NONE
X-NONE
...
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06.12.2017 Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market for the following bonds starting from December 13, 2017:
...
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06.12.2017 Risk Parameters Change for the Securities
The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
...
Go to this news page
04.12.2017 Risk Parameters Change for the Securities
The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
...
Go to this news page