News

CCP NCC changes the following risk parameters on Securities market starting from July, 05-th 2022 :

Ticker Description Current market risk rates, % New market risk rates, %
Level 1, S1_min Level 2, S2_min Level 3, S3_min Level 1, S1_min Level 2, S2_min Level 3, S3_min
1 XS2384475930 CBOM Finance P.L.C. 3.875 21/0 100% 100% 100% 18% 21% 24%
2 XS2281299763 CBOM Finance P.L.C. 3.1 100% 100% 100% 17% 20% 23%
3 XS2099763075 CBOM Finance P.L.C. 4.7 100% 100% 100% 16% 19% 22%
4 XS1964558339 CBOM Finance P.L.C. 7.121 100% 100% 100% 15% 18% 21%
5 XS1951067039 CBOM Finance P.L.C. 5.15 100% 100% 100% 15% 18% 21%
6 XS1759801720 CBOM Finance P.L.C. 5.55 100% 100% 100% 15% 18% 21%

 

Ticker Description Current stress scenario UP, % Current stress scenario DOWN, % New stress scenario UP, % New stress scenario DOWN, %
1 XS2384475930 CBOM Finance P.L.C. 3.875 21/0 5.50 5.50 5.50 5.50
2 XS2281299763 CBOM Finance P.L.C. 3.1 5.50 5.50 5.50 5.50
3 XS2099763075 CBOM Finance P.L.C. 4.7 3.75 3.75 3.75 3.75
4 XS1964558339 CBOM Finance P.L.C. 7.121 2.25 2.25 2.25 2.25
5 XS1951067039 CBOM Finance P.L.C. 5.15 2.25 2.25 2.25 2.25
6 XS1759801720 CBOM Finance P.L.C. 5.55 1.50 1.50 1.50 1.50