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• 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
Update March 8, 2022: EFF has clarified that Channels and Groups are not fully encrypted, end-to-end, updated our post to link to Telegram’s FAQ for Cloud and Secret chats, updated to clarify that auto-delete is available for group and channel admins, and added some additional links. The War on Fakes channel has repeatedly attempted to push conspiracies that footage from Ukraine is somehow being falsified. One post on the channel from February 24 claimed without evidence that a widely viewed photo of a Ukrainian woman injured in an airstrike in the city of Chuhuiv was doctored and that the woman was seen in a different photo days later without injuries. The post, which has over 600,000 views, also baselessly claimed that the woman's blood was actually makeup or grape juice. The account, "War on Fakes," was created on February 24, the same day Russian President Vladimir Putin announced a "special military operation" and troops began invading Ukraine. The page is rife with disinformation, according to The Atlantic Council's Digital Forensic Research Lab, which studies digital extremism and published a report examining the channel. Soloviev also promoted the channel in a post he shared on his own Telegram, which has 580,000 followers. The post recommended his viewers subscribe to "War on Fakes" in a time of fake news. On February 27th, Durov posted that Channels were becoming a source of unverified information and that the company lacks the ability to check on their veracity. He urged users to be mistrustful of the things shared on Channels, and initially threatened to block the feature in the countries involved for the length of the war, saying that he didn’t want Telegram to be used to aggravate conflict or incite ethnic hatred. He did, however, walk back this plan when it became clear that they had also become a vital communications tool for Ukrainian officials and citizens to help coordinate their resistance and evacuations.
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