The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
Ticker
Current value
New value
New value effective for
LSRG
35%
77%
06.07.2018 - 10.07.2018
OGKB
LKOH
09.07.2018 - 11.07.2018
ALRS
11.07.2018 - 13.07.2018
Market Risk Rate of the first, second and third level - S_1(2,3)_min
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)
17%
21%
23%
34%
