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% |