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
ROSN
20%
24%
28%
31%
35%
10.06.2020 - 15.06.2020
RSTI
21%
25%
30%
34%
47%
51%
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
77%
