CCP NCC changes the following risk parameters on Securities market starting from May, 04-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
XS0979891925
RSHB Capital S.A. 8.5 16/10/23
14%
17%
20%
100%
Current stress scenario UP
Current stress scenario DOWN
New stress scenario UP
New stress scenario DOWN
5%
3%
0%