27.03.2020 10:58
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from March 30, 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 |
||
| RU000A0ZZ083 | 8% | 11% | 14% | 20% | 23% | 26% | |