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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
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  3. Risk Management in the Derivatives Market
  4. Procedures
  5. CMs' Notification
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Clearing Members' Notification

Event Notification Period Announcement
Expanding the price bands during the trading session 5 min before the change and after the change Trading and clearing system
Changing minimum IM 1 day before the increase*   Trading and clearing system,
NCC and MOEX website
Changes in the list of eligible collateral and its maximum share, collateral haircutting 3 days before the changes* NCC and MOEX website, E-Document System
Including monthly and contract spread indicators, changes in the monthly spread ratio 1day before the change Trading and clearing system, NCC and MOEX website

* A different notification period can be used whenever deemed necessary by NCC