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%    
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