Tag: MOEX risk parameters

August 08, 2016 BY Valentina Kirilova

MOEX: NCC Clearing Bank announces risk parameters change

NCC Clearing Bank has announced that it is changing risk parameters in Securities market for the following instruments starting from August 12, 2016: Shares: № Ticker Name Current IM rates New IM rates New concentration limits, sec. S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min 1st level 2nd level 1 MSRS MOESK 100% 100% 100% 70% 85%…

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August 03, 2016 BY Valentina Kirilova

Moscow Exchange announces risk parameters for new bonds

Moscow Exchange (MOEX) has announced that new bonds will be accepted to margin trading starting from August 3, 2016. From this date on, the following risk parameters will be applied: The following risk parameters for the security PHOR will also be changed: Interest rate risk decrease rate - SECΔ_1. (Y0/Y1)

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