25.04.2022 19:30
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from May, 04-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 | XS0979891925 | RSHB Capital S.A. 8.5 16/10/23 | 14% | 17% | 20% | 100% | 100% | 100% |
| № | Ticker | Description | Current stress scenario UP | Current stress scenario DOWN | New stress scenario UP | New stress scenario DOWN | ||
|---|---|---|---|---|---|---|---|---|
| 1 | XS0979891925 | RSHB Capital S.A. 8.5 16/10/23 | 5% | 3% | 0% | 0% |