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12.03.19


Risk parameters change on Securities market for RUSAL shares (RUAL)


CCP NCC is changing the following risk parameters for RUSAL shares on Securities market starting from March 14, 2019:

 

Market risk rates

Ticker

Description

Current market risk rates

New market risk rates

S_1_min

S_2_min

S_3_min

S_1_min

S_2_min

S_3_min

RUAL

United Company RUSAL Plc

100%

100%

100%

35%

49%

78%

      Concentration limits and scenarios for stress collateral calculation are set

Ticker

Description

Concentration limits, number of shares

Stress scenarios

LK_1

LK_2

Scen_UP

Scen_DOWN

RUAL

United Company RUSAL Plc

840 000

4 200 000

10%

10%