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National Settlement Depository
National Settlement Depository (NSD) is the central securities depository of the Russian Federation
National Clearing Centre
Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
National Mercantile Exchange
Regulated commodity markets
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21.04.2021 20:16

Risk Parameters Change for the Securities

The following risk parameters will be changed:

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker Current value New value New value effective for
COST-RM 35% 77% 28.04.2021 - 30.04.2021
INTC-RM 35% 77% 05.05.2021 - 07.05.2021
MSRS 35% 77% 22.04.2021 - 26.04.2021
NKNC 35% 77% 23.04.2021 - 27.04.2021
NKNCP 35% 77% 23.04.2021 - 27.04.2021
QIWI 35% 77% 23.04.2021 - 27.04.2021
TRMK 35% 77% 22.04.2021 - 26.04.2021
WMT-RM 35% 77% 05.05.2021 - 07.05.2021

 

Ticker Rcl_max Rch_max New value effective for
COST-RM 0.2 0.2 22.04.2021 - 30.04.2021
INTC-RM 0.2 0.2 27.04.2021 - 07.05.2021
WMT-RM 0.2 0.2 27.04.2021 - 07.05.2021
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+7 (495) 363-3232
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Contacts for clients
+7 (495) 232-3363
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22.04.202123.04.202126.04.202127.04.202129.04.202103.05.202104.05.202106.05.202107.05.2021
Risk parameters