NCC | Risk Parameters Change for the Securities

News

22 December 2022 Risk Parameters Change for the Securities

The following risk parameters will be changed:

Ticker	Minimum Initial Margin for the Market Risk, % (S_1_min)		Minimum Initial Margin for the Market Risk, % (S_2_min)		Minimum Initial Margin for the Market Risk, % (S_3_min)		New value effective for
Ticker	Current value	New value	Current value	New value	Current value	New value	New value effective for
SIBN	20%	31%	26%	37%	33%	44%	28.12.2022 - 30.12.2022

Ticker	Minimum Initial Margin for the Market Risk, % (S_1_min), starting from 03.01.2023	Minimum Initial Margin for the Market Risk, % (S_2_min), starting from 03.01.2023	Minimum Initial Margin for the Market Risk, % (S_3_min), starting from 03.01.2023
SIBN	23%	29%	36%

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
	Current value	New value
SIBN	35%	77%	28.12.2022 - 30.12.2022

Ticker	x_pr	New value effective for
SIBN	1.27	28.12.2022 - 30.12.2022

Ticker	w	New value effective for
SIBN	0.06	28.12.2022 - 30.12.2022