17.06.2021 18:29
Risk parameters change on Securities market
CCP NCC is changing the following risk parameters on Securities market starting from June 18, 2021.
| Ticker | Tenor | IR risk (downward scenario), % | IR risk (downward scenario), % |
|---|---|---|---|
| SU26233RMFS5 | Y0/Y6M | 3 | 3 |
| SU26233RMFS5 | Y0/Y9M | 3 | 3 |
| SU26233RMFS5 | Y0/Y12M | 3 | 3 |