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National Settlement Depository
National Settlement Depository (NSD) is the central securities depository of the Russian Federation
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Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
National Mercantile Exchange
Regulated commodity markets
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14.09.2021 16:11

Risk Parameters Change for the Securities

The following risk parameters will be changed:

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
BEN-RM 35% 77% 28.09.2021 - 30.09.2021
GE-RM 35% 77% 23.09.2021 - 27.09.2021
HUM-RM 35% 77% 28.09.2021 - 30.09.2021
ITW-RM 35% 77% 28.09.2021 - 30.09.2021
MDLZ-RM 35% 77% 28.09.2021 - 30.09.2021
RL-RM 35% 77% 22.09.2021 - 24.09.2021
SYK-RM 35% 77% 28.09.2021 - 30.09.2021

 

Ticker Rcl_max Rch_max New value effective for
BEN-RM 0.2 0.2 24.09.2021 - 28.09.2021
GE-RM 0.2 0.2 21.09.2021 - 23.09.2021
HUM-RM 0.2 0.2 24.09.2021 - 28.09.2021
ITW-RM 0.2 0.2 24.09.2021 - 28.09.2021
MDLZ-RM 0.2 0.2 24.09.2021 - 28.09.2021
RL-RM 0.2 0.2 20.09.2021 - 22.09.2021
SYK-RM 0.2 0.2 24.09.2021 - 28.09.2021
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20.09.2021
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