27.12.2022 18:19
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Derivatives market:
| № | Underlying | Current market risk rates | New market risk rates, since 19:00 09.01.2023 |
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| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | ||
| 1 | ALMN | 20% | 26% | 32% | 15% | 21% | 27% |
| 2 | BR | 30% | 35% | 43% | 18% | 23% | 31% |
| 3 | Co | 20% | 24% | 30% | 15% | 19% | 25% |
| 4 | NG | 20% | 30% | 42% | 19% | 29% | 41% |
| 5 | NL | 30% | 36% | 44% | 16% | 22% | 30% |
| 6 | PLD | 25% | 30% | 38% | 17% | 22% | 30% |
| 7 | PLT | 20% | 24% | 29% | 10% | 14% | 19% |
| 8 | SILV | 20% | 25% | 33% | 11% | 16% | 24% |
| 9 | ZN | 20% | 26% | 32% | 18% | 24% | 30% |
| Underlying | Current stress scenarios | New stress scenarios since 10.01.2023 |
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| UP | DOWN | UP | DOWN | |
| BR | 5% | 5% | 10% | 10% |