04.08.2017 09:55
Risk Parameters Change on Securities market
NCC Bank is changing the following risk parameters on Securities market starting from August 10, 2017:
- IM rates for FESH and URKA shares:
| № | Ticker | Issuer Name | Current IM rates | New IM rates | ||||
|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | |||
| 1 | FESH | DVMP ao | 70% | 80% | 95% | 100% | 100% | 100% |
| 2 | URKA | Uralkaliy | 25% | 35% | 45% | 35% | 49% | 78% |
- IR risk downward and upward scenarios for GC Bonds, GC Sovereign and GC Shares:
| Ticker | Description | Tenor |
Current value IR risk (downward scenario) |
New value IR risk (downward scenario) |
Current value IR risk (upward scenario) |
New value IR risk (upward scenario) |
|---|---|---|---|---|---|---|
|
RU000A0JW4Z1 RU000A0JWKF7 RU000A0JWKG5 |
GC Bonds GC Sovereign GC Shares |
Y0/Y1 | 15% | 11% | 15% | 11% |
| Y0/Y1W | ||||||
| Y0/Y2W | ||||||
| Y0/Y1M | ||||||
| Y0/Y2M | ||||||
| Y0/Y3M |
- AFKS shares will be excluded from the list of assets that can be accepted as collateral:
| № | Ticker | Issuer Name | Eligible collateral |
|---|---|---|---|
| 1 | AFKS | AFK Sistema | No |
For further information, please contact the Public Relations Department at (495) 363-3232.