27.10.2022 14:41
Risk parameters on Securities market
CCP NCC changes the following risk parameters on Securities market starting from October 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 | XS2010040397 | Uralkali Finance 22/10/24 | 100% | 100% | 100% | 16% | 19% | 22% |
| № | Ticker | Description | Current stress scenario UP, % | Current stress scenario DOWN, % | New stress scenario UP, % | New stress scenario DOWN, % | ||
|---|---|---|---|---|---|---|---|---|
| 1 | XS2010040397 | Uralkali Finance 22/10/24 | 0 | 0 | 5 | 3 |