• Убераем из них премию за срочность - как историческую среднюю разницу между свопами на срок t и реализованную среднюю RUONIA. Если не убрать эту премию, то будем хронически завышать "риск-нейтральные" ожидания по ставке
• Получаем премию около 0.03 процентных пунктов за 1 мес срока свопа
• Оцениваем параметры формулы Нельсона-Зигеля для кривой доходности свопов и досчитываем из нее форвардую кривую - т.е. ожидаемую траекторию RUONIA
• Убераем из них премию за срочность - как историческую среднюю разницу между свопами на срок t и реализованную среднюю RUONIA. Если не убрать эту премию, то будем хронически завышать "риск-нейтральные" ожидания по ставке
• Получаем премию около 0.03 процентных пунктов за 1 мес срока свопа
• Оцениваем параметры формулы Нельсона-Зигеля для кривой доходности свопов и досчитываем из нее форвардую кривую - т.е. ожидаемую траекторию RUONIA
In a statement, the regulator said the search and seizure operation was carried out against seven individuals and one corporate entity at multiple locations in Ahmedabad and Bhavnagar in Gujarat, Neemuch in Madhya Pradesh, Delhi, and Mumbai. Following this, Sebi, in an order passed in January 2022, established that the administrators of a Telegram channel having a large subscriber base enticed the subscribers to act upon recommendations that were circulated by those administrators on the channel, leading to significant price and volume impact in various scrips. "Markets were cheering this economic recovery and return to strong economic growth, but the cheers will turn to tears if the inflation outbreak pushes businesses and consumers to the brink of recession," he added. One thing that Telegram now offers to all users is the ability to “disappear” messages or set remote deletion deadlines. That enables users to have much more control over how long people can access what you’re sending them. Given that Russian law enforcement officials are reportedly (via Insider) stopping people in the street and demanding to read their text messages, this could be vital to protect individuals from reprisals. Crude oil prices edged higher after tumbling on Thursday, when U.S. West Texas intermediate slid back below $110 per barrel after topping as much as $130 a barrel in recent sessions. Still, gas prices at the pump rose to fresh highs.
from us
