04.02.2026 17:10
Risk parameters change on FX market
CCP NCC changes the following risk parameters on FX market starting from February, 5th 2026:
- Market risk rates:
| Underlying | Current market risk rates | Market risk rates from February, 5th 2026 |
||||
|---|---|---|---|---|---|---|
| MR1_min | MR2_min | MR3_min | MR1_min | MR2_min | MR3_min | |
| GLDRUB | 10% | 16% | 23% | 11% | 17% | 24% |
| SLVRUB | 15% | 24% | 34% | 20% | 26% | 34% |
| PLTRUB | 14% | 22% | 100% | 18% | 24% | 100% |
| PLDRUB | 18% | 28% | 100% | 20% | 29% | 100% |
- Stress collateral scenarios:
| Underlying | Scen_UP | Scen_DOWN |
|---|---|---|
| SLV | 10% | 10% |