MOEX Group
Registration
0
0
Ru  /  En
  • Markets
  • Indices
  • Market data
  • Listing
  • Connectivity
  • News and events
  • About MOEX
  • Investor Relations
National Settlement Depository
National Settlement Depository (NSD) is the central securities depository of the Russian Federation
National Clearing Centre
Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
National Mercantile Exchange
Regulated commodity markets
Risk Management

Risk Management

Requirements for Clearing Members
Stress collateral
Guarantee funds
Risk Management in the Securities and Money Market
Risk Management in FX and Precious Metals Market
Risk Management in the Derivatives Market
Risk Management in the Standardised OTC Derivatives Market
News
  1. Home
  2. Risk Management
  3. Risk Management in FX and Precious Metals Market
  4. Risk Parameters
Subscription Print version

Risk Parameters

Risk parameters (minimum market risk rates, concentration limits, model and technical parameters) are set by NCC and are redefined on a regular basis. Risk parameters are calculated every evening at 07:00 pm Moscow time as well as during trading hours when the bands are changed.

Central Rate Values

Forward Currency Exchange Rates

Methodology for Defining Risk Parameters for FX and Precious Metals Market