12.03.2019 13:39
Risk parameters change on Securities market for RUSAL shares (RUAL)
CCP NCC is changing the following risk parameters for RUSAL shares on Securities market starting from March 14, 2019:
Market risk rates
| Ticker | Description | Current market risk rates | New market risk rates | ||||
|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | ||
| RUAL | United Company RUSAL Plc | 100% | 100% | 100% | 35% | 49% | 78% |
Concentration limits and scenarios for stress collateral calculation are set
| Ticker | Description | Concentration limits, number of shares | Stress scenarios | ||
| LK_1 | LK_2 | Scen_UP | Scen_DOWN | ||
| RUAL | United Company RUSAL Plc | 840 000 | 4 200 000 | 10% | 10% |