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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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If market volatility does not significantly increase by May 04, 2017 risk parameters will be equal to the values below.
...
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17.04.2017 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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14.04.2017 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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07.04.2017 Risk parameters for new bonds
New bonds will be accepted to margin trading starting from April 12, 2017. From this date on, the following risk paramet...
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06.04.2017 Risk parameters change in Securities market
Update of announcement from 05.04.2017 (list of bonds which are subjected to changes of risk-parameters is expanded)
NC...
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05.04.2017 Risk parameters change in Securities market
NCC Bank is changing risk parameters in Securities market for the following bonds starting from April 12, 2017:
...
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