1. Main
  2. News
  3. News
News

21 March 2024




CCP NCC changes the following risk parameters on Securities market starting from March 22-nd 2024:

  1. Market risk rates:
№ Ticker Current market risk rates Market risk rates from 22.03.2024
S1_min S2_min S3_min S1_min S2_min S3_min
1 RU000A102R73 6.0% 9.0% 12.0% 40.0% 43.0% 46.0%
  1. Collateral for stress:
№ Ticker Current collateral for stress Collateral for stress from 22.03.2024 г.
UP scenario Down scenario UP scenario Down scenario
1 RU000A102R73 1.0% 1.0% 0.0% 0.0%