The following risk parameters will be changed:
Market Risk Rate of the first, second and third level – S_1(2,3)_min
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
Current value
New value
MRK-RM
12%
16%
19%
23%
27%
31%
02.06.2021 - 04.06.2021
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
35%
77%
x_pr
1.54
w
0.07
Rcl_max
Rch_max
0.2
26.05.2021 - 02.06.2021
