The following risk parameters will be changed:
Market Risk Rate of the first, second and third level – S_1(2,3)_min
Ticker
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)
New value effective for
Current value
New value
SBER
17%
23%
21%
27%
28%
34%
10.06.2019 - 13.06.2019
SBERP
18%
24%
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
35%
77%
x_pr
w
1.52
0.07
1.45
