14.04.2022 16:01
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from April, 21st, 2022:
| № | Ticker | Description | Current market risk rates, % | New market risk rates, % | ||||
|---|---|---|---|---|---|---|---|---|
| Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | |||
| 1 | XS2060792236 | Celtic Resources 09/10/24 | 15% | 18% | 21% | 100% | 100% | 100% |
| 2 | XS2010030919 | ALROSA Finance S.A. 25/06/27 | 40% | 43% | 46% | 100% | 100% | 100% |
| 3 | XS1843441731 | ALROSA FIN SA 4.65 09/04/24 | 20% | 23% | 26% | 100% | 100% | 100% |
| № | Ticker | Description | Current collateral | New collateral | ||
|---|---|---|---|---|---|---|
| 1 | XS2010030919 | ALROSA Finance S.A. 25/06/27 | Yes | No | ||
| 2 | XS1843441731 | ALROSA FIN SA 4.65 09/04/24 | Yes | No |
| № | Ticker | Description | Current stress scenario UP | Current stress scenario DOWN | New stress scenario UP | New stress scenario DOWN | ||
|---|---|---|---|---|---|---|---|---|
| 1 | XS2060792236 | Celtic Resources 09/10/24 | 2% | 2% | 0% | 0% |