18.08.2022 11:52
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from August, 19-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 | XS2010030919 | ALROSA Finance S.A. 25/06/27 | 100% | 100% | 100% | 40% | 43% | 46% |
| 2 | XS1843441731 | ALROSA FIN SA 4.65 09/04/24 | 100% | 100% | 100% | 20% | 23% | 26% |
| № | Ticker | Description | Current stress scenario UP, % | Current stress scenario DOWN, % | New stress scenario UP, % | New stress scenario DOWN, % | ||
|---|---|---|---|---|---|---|---|---|
| 1 | XS2010030919 | ALROSA Finance S.A. 25/06/27 | 0 | 0 | 2 | 2 | ||
| 2 | XS1843441731 | ALROSA FIN SA 4.65 09/04/24 | 0 | 0 | 5 | 3 |