08.01.2020 17:04
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from January 9, 2020:
| 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 |
|
| MTLR | 50% | 60% | 70% | 70% | 80% | 90% |
| MTLRP | 50% | 60% | 70% | 70% | 80% | 90% |