12.07.2019 19:30
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from July 15, 2019:
1. Market risk rates
| Asset | Current market risk rates | New market risk rates | ||||
| 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 |
|
| SU46023RMFS6 | 40% | 41% | 42% | 100% | 100% | 100% |
2. Scenarios for stress collateral calculation
| Asset | Scen_UP | Scen_DOWN |
| SU46023RMFS6 | 0% | 0% |
3. CCP NCC will ban the short sells for SU46023RMFS6 starting from July 15, 2019.