28.06.2023 16:03
Risk Parameters Change for the Securities
The following risk parameters will be changed:
| Ticker | Minimum Initial Margin for the Market Risk, % (S_1_min) |
Minimum Initial Margin for the Market Risk, % (S_2_min) |
Minimum Initial Margin for the Market Risk, % (S_3_min) |
New value effective for | |||
| Current value | New value | Current value | New value | Current value | New value | ||
| MTSS | 20% | 28% | 26% | 34% | 33% | 41% | 29.06.2023 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| MTSS | 35% | 77% | 29.06.2023 |
| Ticker | w | New value effective for |
| MTSS | 0.06 | 29.06.2023 |
| Ticker | x_pr | New value effective for |
| MTSS | 1.41 | 29.06.2023 |