21.03.2024 18:08
Risk parameters change on the Securities market
CCP NCC changes the following risk parameters on Securities market starting from March 22-nd 2024:
- Market risk rates:
| № | Ticker | Current market risk rates | Market risk rates from 22.03.2024 | ||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | ||
| 1 | RU000A102R73 | 6.0% | 9.0% | 12.0% | 40.0% | 43.0% | 46.0% |
- Collateral for stress:
| № | Ticker | Current collateral for stress | Collateral for stress from 22.03.2024 г. | ||
| UP scenario | Down scenario | UP scenario | Down scenario | ||
| 1 | RU000A102R73 | 1.0% | 1.0% | 0.0% | 0.0% |