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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23.09.2021 16:38

Risk Parameters Change for the Securities

The following risk parameters will be changed:

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
JPM-RM	35%	77%	04.10.2021 - 06.10.2021
LNC-RM	35%	77%	06.10.2021 - 08.10.2021
MA-RM	35%	77%	06.10.2021 - 08.10.2021

Ticker	Rcl_max	Rch_max	New value effective for
JPM-RM	0.2	0.2	30.09.2021 - 04.10.2021
LNC-RM	0.2	0.2	04.10.2021 - 06.10.2021
MA-RM	0.2	0.2	04.10.2021 - 06.10.2021

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