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                09.05.2019 09:53

                Risk parameters change on FX and precious metals market

                CCP NCC sets the following risk parameters on FX and precious metals market for Japanese yen starting from May 14, 2019:

                1. Market risk rates and concentration limits
                Asset Description Current market risk rates New market risk rates New concentration limits
                1st level,
                S_1_min
                2nd level,
                S_2_min
                3rd level,
                S_3_min
                1st level,
                S_1_min
                2nd level,
                S_2_min
                3rd level,
                S_3_min
                1st level 2nd level
                JPY Japanese yen 100% 100% 100% 8% 10% 12% 850 000 4 250 000
                1. Scenarios for stress collateral calculation
                Asset Description Scen_UP Scen_DOWN
                JPY Japanese yen 5% 2%
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