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National Settlement Depository (NSD) is the central securities depository of the Russian Federation
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22.03.2021 19:44

Risk Parameters Change for the Securities

The following risk parameters will be changed:

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker Current value New value New value effective for
BMY-RM 35% 77% 30.03.2021 - 01.04.2021
CMCSA-RM 35% 77% 05.04.2021 - 07.04.2021
CSCO-RM 35% 77% 02.04.2021 - 06.04.2021
GPS-RM 35% 77% 05.04.2021 - 07.04.2021
SBER 35% 77% 26.03.2021 - 30.03.2021

 

Ticker Rcl_max Rch_max New value effective for
BMY-RM 0.2 0.2 25.03.2021 - 01.04.2021
CMCSA-RM 0.2 0.2 31.03.2021 - 07.04.2021
CSCO-RM 0.2 0.2 30.03.2021 - 06.04.2021
GPS-RM 0.2 0.2 31.03.2021 - 07.04.2021
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