CCP NCC is changing the following risk parameters for RUSAL shares on Securities market starting from March 14, 2019:
Market risk rates
Ticker
Description
Current market risk rates
New market risk rates
S_1_min
S_2_min
S_3_min
RUAL
United Company RUSAL Plc
100%
35%
49%
78%
Concentration limits and scenarios for stress collateral calculation are set
Concentration limits, number of shares
Stress scenarios
LK_1
LK_2
Scen_UP
Scen_DOWN
840 000
4 200 000
10%
