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
TATN
17%
22%
24%
29%
37%
42%
25.09.2019 - 27.09.2019
TATNP
35%
39%
49%
53%
78%
82%
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
77%
x_pr
1.57
w
0.07
