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08 June 2017 Risk Parameters Change in Securities market
Securities market
NCC Bank is changing the following risk parameters in Securities market starting from June 09, 2017:
|
№ |
Ticker |
Current IM rates |
New IM rates |
||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
||
|
1 |
XS0832412505 |
100% |
100% |
100% |
14% |
17% |
20% |
|
2 |
XS1589106910 |
100% |
100% |
100% |
26% |
29% |
32% |
|
3 |
XS0935311240 |
100% |
100% |
100% |
27% |
30% |
33% |
|
4 |
XS1032750165 |
100% |
100% |
100% |
12% |
15% |
18% |
|
5 |
XS0848137708 |
100% |
100% |
100% |
11% |
14% |
17% |
|
6 |
XS0810596832 |
100% |
100% |
100% |
25% |
28% |
31% |
IR risk (downward scenario) - SECΔ_1 (Y0/Y1 and Y0/YW)
|
№ |
Ticker |
Current value |
New value |
|
1 |
XS0832412505 |
20% |
35% |
|
2 |
XS1589106910 |
20% |
35% |
|
3 |
XS0935311240 |
20% |
35% |
|
4 |
XS1032750165 |
20% |
35% |
|
5 |
XS0848137708 |
20% |
35% |
|
6 |
XS0810596832 |
20% |
35% |
NCC Bank cancels a ban for these bonds starting from June 09, 2017.