18.09.2020 19:08
Risk parameters change on Securities market
CCP NCC will sets the following Market risk rates on Securities market starting from September 21, 2020:
| Asset | 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 |
|
| RU000A0JXT58 | 8% | 11% | 14% | 40% | 43% | 46% |