16.07.2019 18:34
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from July 22, 2019:
Market risk rates
| Asset | New market risk rates | Current 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 |
|
| XS0830192711 | 18% | 21% | 24% | 15% | 20% | 25% |
| XS0997544860 | 22% | 25% | 28% | 19% | 24% | 29% |
| RU000A0JWPW1 | 19% | 22% | 25% | 17% | 20% | 23% |
| RU000A0JWS92 | 18% | 21% | 24% | 15% | 20% | 25% |
| RU000A0JWVC1 | 18% | 21% | 24% | 14% | 17% | 20% |
| RU000A0JXC24 | 21% | 24% | 27% | 18% | 21% | 24% |
| RU000A0JXM97 | 14% | 17% | 20% | 13% | 16% | 19% |
| RU000A0ZYUS1 | 17% | 20% | 23% | 14% | 17% | 20% |
| RU000A0ZZ349 | 16% | 19% | 22% | 14% | 17% | 20% |