29.06.2023 14:47
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 | ||
| BANEP | 33% | 41% | 39% | 47% | 46% | 54% | 05.07.2023 - 07.07.2023 |
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
| Current value | New value | ||
| BANE | 35% | 77% | 05.07.2023 - 07.07.2023 |
| BANEP | 35% | 77% | 05.07.2023 - 07.07.2023 |
| LSRG | 35% | 77% | 05.07.2023 - 07.07.2023 |