NCC | Risk parameters change on Securities market

News

08 January 2020 Risk parameters change on Securities market

CCP NCC sets the following risk parameters on Securities market starting from January 9, 2020:

Security	Current market risk rates			New market risk rates
Security	1^st level, S_1_min	2^nd level, S_2_min	3^rd level, S_3_min	1^st level, S_1_min	2^nd level, S_2_min	3^rd level, S_3_min
MTLR	50%	60%	70%	70%	80%	90%
MTLRP	50%	60%	70%	70%	80%	90%