The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
Ticker
Current value
New value
New value effective for
ALRS
35%
77%
11.10.2018 - 15.10.2018
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%
22%
23%
28%
34%
39%
x_pr
1.5
