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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
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  4. Risk Parameters
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Risk Parameters

Risk parameters  (minimum IM, parameters to define futures settlement prices) are set by NCC and are redefined on a regular basis.

Instrument parameters are calculated every clearing and interim clearing session as well as in case of price bounds change for futures.

Parameters of the Contract Price Limit Change