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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%  
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