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
SIBN
35%
39%
49%
53%
78%
82%
23.06.2020 - 26.06.2020
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
SELG
77%
