21.04.2022 18:07
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from April 28-th 2022:
№ | Ticker | Description | Current market risk rates, % | New market risk rates, % | ||||
---|---|---|---|---|---|---|---|---|
Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | |||
1 | XS1961080501 | EuroChem Fin DAC 5.5 13/03/24 | 15% | 18% | 21% | 100% | 100% | 100% |
№ | Ticker | Description | Current stress scenario UP | Current stress scenario DOWN | New stress scenario UP | New stress scenario DOWN | ||
---|---|---|---|---|---|---|---|---|
1 | XS1961080501 | EuroChem Fin DAC 5.5 13/03/24 | 5% | 3% | 0% | 0% |