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%
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Risk parameters