21.06.2022 12:41
Risk Parameters Change for the Securities
The following risk parameters will be changed:
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 | ||
MRKP | 33% | 41% | 50% | 58% | 75% | 83% | 23.06.2022 - 27.06.2022 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
---|---|---|---|
Current value | New value | ||
MRKP | 35% | 77% | 23.06.2022 - 27.06.2022 |
Ticker | x_pr | New value effective for |
---|---|---|
MRKP | 1.43 | 23.06.2022 - 27.06.2022 |
Ticker | w | New value effective for |
---|---|---|
MRKP | 0.07 | 23.06.2022 - 27.06.2022 |
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