09.12.2014 18:21

Risk parameters change for the swap USDRUB_TOM2M

As per the FX and Precious Metals Market Risk Parameters Methodology, on 09.12.2014, 16-35 (MSK) the upper bound of the price band and initial margins for the FX swap USD/RUB (USDRUB_TOM1M) was changed.

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Risk parameters change for the swap USDRUB_TOM2M