mssect52mssect

What's new


08.10.18


Risk Parameters Change for the Securities


The following risk parameters will be changed:

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker

Current value

New value

New value effective for

ALRS

35%

77%

11.10.2018 - 15.10.2018

 

 

 

 

Market Risk Rate of the first, second and third level – S_1(2,3)_min

 

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

ALRS

17%

22%

23%

28%

34%

39%

11.10.2018 - 15.10.2018

 

 

Ticker

x_pr

New value effective for

ALRS

1.5

11.10.2018 - 15.10.2018