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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
№	Ticker	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.
№	Ticker	UP scenario	Down scenario	UP scenario	Down scenario
1	RU000A102R73	1.0%	1.0%	0.0%	0.0%

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