KASE changes configuration to determine TAU parameter for building GS yield function

07.10.21 15:00
/KASE, October 7, 2021/ – Kazakhstan Stock Exchange (KASE) notifies you that KASE's Market Risk Committee made a decision from October 11, 2021, in order to determine the yield function of government securities (GS) of the Republic of Kazakhstan, to use the following configuration to determine the TAU parameter: - search boundaries from 0.076 to 1 inclusive; - pace of solutions grid is 0.01. The text of the Methodology for determining the yield function of government securities of the Republic of Kazakhstan (Methodology) is available on KASE website at https://kase.kz/files/normative_base/metodika_yield_gzb_eng.pdf For questions related to the Methodology and procedure for calculating market prices, all interested parties can contact KASE's Clearing House by phone: (727) 237 6006 or e-mail: clearing@kase.kz. [2021-10-07]