04.07.2022 15:52
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from July, 05-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 | XS2384475930 | CBOM Finance P.L.C. 3.875 21/0 | 100% | 100% | 100% | 18% | 21% | 24% |
| 2 | XS2281299763 | CBOM Finance P.L.C. 3.1 | 100% | 100% | 100% | 17% | 20% | 23% |
| 3 | XS2099763075 | CBOM Finance P.L.C. 4.7 | 100% | 100% | 100% | 16% | 19% | 22% |
| 4 | XS1964558339 | CBOM Finance P.L.C. 7.121 | 100% | 100% | 100% | 15% | 18% | 21% |
| 5 | XS1951067039 | CBOM Finance P.L.C. 5.15 | 100% | 100% | 100% | 15% | 18% | 21% |
| 6 | XS1759801720 | CBOM Finance P.L.C. 5.55 | 100% | 100% | 100% | 15% | 18% | 21% |
| № | Ticker | Description | Current stress scenario UP, % | Current stress scenario DOWN, % | New stress scenario UP, % | New stress scenario DOWN, % | ||
|---|---|---|---|---|---|---|---|---|
| 1 | XS2384475930 | CBOM Finance P.L.C. 3.875 21/0 | 5.50 | 5.50 | 5.50 | 5.50 | ||
| 2 | XS2281299763 | CBOM Finance P.L.C. 3.1 | 5.50 | 5.50 | 5.50 | 5.50 | ||
| 3 | XS2099763075 | CBOM Finance P.L.C. 4.7 | 3.75 | 3.75 | 3.75 | 3.75 | ||
| 4 | XS1964558339 | CBOM Finance P.L.C. 7.121 | 2.25 | 2.25 | 2.25 | 2.25 | ||
| 5 | XS1951067039 | CBOM Finance P.L.C. 5.15 | 2.25 | 2.25 | 2.25 | 2.25 | ||
| 6 | XS1759801720 | CBOM Finance P.L.C. 5.55 | 1.50 | 1.50 | 1.50 | 1.50 |