CCP NCC sets the following risk parameters on Securities market starting from April, 21st, 2022:
№
Ticker
Description
Current market risk rates, %
New market risk rates, %
Level 1, S1_min
Level 2, S2_min
Level 3, S3_min
1
XS2060792236
Celtic Resources 09/10/24
15%
18%
21%
100%
2
XS2010030919
ALROSA Finance S.A. 25/06/27
40%
43%
46%
3
XS1843441731
ALROSA FIN SA 4.65 09/04/24
20%
23%
26%
Current collateral
New collateral
Yes
No
Current stress scenario UP
Current stress scenario DOWN
New stress scenario UP
New stress scenario DOWN
2%
0%
