21.05.2021 14:33
Risk Parameters Change for the Securities
The following risk parameters will be changed:
Market Risk Rate of the first, second and third level – S_1(2,3)_min
| Ticker | Minimum Initial Margin for the Market Risk, % (S_1_min) |
Minimum Initial Margin for the Market Risk, % (S_2_min) |
Minimum Initial Margin for the Market Risk, % (S_3_min) |
New value effective for | |||
|---|---|---|---|---|---|---|---|
| Current value | New value | Current value | New value | Current value | New value | ||
| MRK-RM | 12% | 16% | 19% | 23% | 27% | 31% | 02.06.2021 - 04.06.2021 |
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
| Ticker | Current value | New value | New value effective for |
|---|---|---|---|
| MRK-RM | 35% | 77% | 02.06.2021 - 04.06.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| MRK-RM | 1.54 | 02.06.2021 - 04.06.2021 |
| Ticker | w | New value effective for |
|---|---|---|
| MRK-RM | 0.07 | 02.06.2021 - 04.06.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| MRK-RM | 0.2 | 0.2 | 26.05.2021 - 02.06.2021 |