22.08.2022 12:45
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 | ||
| BSPB | 40% | 47% | 57% | 64% | 82% | 89% | 25.08.2022 - 29.08.2022 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| TATN | 35% | 77% | 24.08.2022 - 26.08.2022 |
| BSPB | 35% | 77% | 25.08.2022 - 29.08.2022 |