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25 July 2022

CCP NCC changes the following risk parameters on Securities market starting from July 26-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 XS0979891925 RSHB Capital S.A. 8.5 16/10/23 100% 100% 100% 15% 18% 21%

 

№ Ticker Description Current stress scenario UP, % Current stress scenario DOWN, % New stress scenario UP, % New stress scenario DOWN, %
1 XS0979891925 RSHB Capital S.A. 8.5 16/10/23 0 0 1.5 1.5