The following risk parameters will be changed:
· IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
Ticker
Current value
New value
New value effective for
GMKN
35%
77%
26.12.2016 – 28.12.2016
IRGZ
22.12.2016 – 26.12.2016
VTBR
· NCC Clearing Bank is changing risk parameters in Securities market for GMKN shares
IM rates (S_1_min)
IM rates (S_2_min)
IM rates (S_3_min)
Current rates
New rates
14%
19%
18%
23%
25%
30%
21%
32%
