21.06.2024 19:23
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 | ||
| MRKP | 50% | 56% | 75% | 81% | 95% | 100% | 27.06.2024 - 28.06.2024 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| MRKP | 35% | 77% | 27.06.2024 - 28.06.2024 |
| SVCB | 35% | 77% | 27.06.2024 - 28.06.2024 |