NCC | Risk Parameters Change for the Securities

News

31 March 2021 Risk Parameters Change for the Securities

The following risk parameters will be changed:

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker	Current value	New value	New value effective for
GCHE	35%	77%	01.04.2021 - 05.04.2021
LSRG	35%	77%	02.04.2021 - 06.04.2021
MOEX	35%	77%	01.04.2021 - 05.04.2021
NLMK	35%	77%	01.04.2021 - 05.04.2021
T-RM	35%	77%	07.04.2021 - 09.04.2021

Ticker	Rcl_max	Rch_max	New value effective for
T-RM	0.2	0.2	01.04.2021 - 07.04.2021