28.11.2019 11:45
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from December 3, 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 |
|
| RU000A0JWHT4 | 8% | 12% | 16% | 40% | 43% | 46% |