CCP NCC changes the following risk parameters on Securities market starting from April 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
1
XS1961080501
EuroChem Fin DAC 5.5 13/03/24
15%
18%
21%
100%
Current stress scenario UP
Current stress scenario DOWN
New stress scenario UP
New stress scenario DOWN
5%
3%
0%
