23.10.2019 22:49
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from October 24, 2019:
| Security | 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 |
|
| RU000A0JVUY9 | 7% | 10% | 13% | 40% | 43% | 46% |
| RU000A0JVWA5 | 7% | 10% | 13% | 40% | 43% | 46% |