The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
Ticker
Current value
New value
New value effective for
NLMK
35%
77%
10.10.2018 - 12.10.2018
PHOR
VSMO
TATN
TATNP
Market Risk Rate of the first, second and third level - S_1(2,3)_min and x_pr
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%
20%
24%
27%
38%
41%
37%
40%
x_pr
1.6
