NCC Bank is changing the following risk parameters on Securities market starting from August 10, 2017:
1. IM rates for FESH and URKA shares:
№
Ticker
Issuer Name
Current IM rates
New IM rates
S_1_min
S_2_min
S_3_min
1
FESH
DVMP ao
70%
80%
95%
100%
2
URKA
Uralkaliy
25%
35%
45%
49%
78%
2. IR risk downward and upward scenarios for GC Bonds, GC Sovereign and GC Shares:
Description
Tenor
Current value
IR risk (downward scenario)
New value
IR risk (upward scenario)
RU000A0JW4Z1
RU000A0JWKF7
RU000A0JWKG5
GC Bonds
GC Sovereign
GC Shares
Y0/Y1
15%
11%
Y0/Y1W
Y0/Y2W
Y0/Y1M
Y0/Y2M
Y0/Y3M
3. AFKS shares will be excluded from the list of assets that can be accepted as collateral:
Eligible collateral
AFKS
AFK Sistema
No
