12.03.2019 13:39

Risk parameters change on Securities market for RUSAL shares (RUAL)

CCP NCC is changing the following risk parameters for RUSAL shares on Securities market starting from March 14, 2019:

 

Market risk rates

Ticker Description Current market risk rates New market risk rates
S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min
RUAL United Company RUSAL Plc 100% 100% 100% 35% 49% 78%

      Concentration limits and scenarios for stress collateral calculation are set

Ticker Description Concentration limits, number of shares Stress scenarios
LK_1 LK_2 Scen_UP Scen_DOWN
RUAL United Company RUSAL Plc 840 000 4 200 000 10% 10%

 

 

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