25.07.2022 14:34
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from July 26-th 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 | XS0979891925 | RSHB Capital S.A. 8.5 16/10/23 | 100% | 100% | 100% | 15% | 18% | 21% |
| № | Ticker | Description | Current stress scenario UP, % | Current stress scenario DOWN, % | New stress scenario UP, % | New stress scenario DOWN, % | ||
|---|---|---|---|---|---|---|---|---|
| 1 | XS0979891925 | RSHB Capital S.A. 8.5 16/10/23 | 0 | 0 | 1.5 | 1.5 |