22.11.2019 12:12

Risk parameters change on Securities market

CCP NCC sets the following risk parameters on Securities market starting from November 28, 2019:

Security Current market risk rates New market risk rates
1st level,
S_1_min
2nd level,
S_2_min
3rd level,
S_3_min
1st level,
S_1_min
2nd level,
S_2_min
3rd level,
S_3_min
SBCB 15% 26% 100% 31% 42% 100%
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