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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 | Current value | New value | Current value | New value | ||
| T-RM | 12% | 50% | 19% | 57% | 27% | 65% | 01.10.2020 - 12.10.2020 |
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
| Ticker | Current value | New value | New value effective for |
|---|---|---|---|
| T-RM | 35% | 77% | 01.10.2020 - 12.10.2020 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| T-RM | 1.00 | 01.10.2020 - 12.10.2020 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| T-RM | 0.4 | 0.1 | 01.10.2020 - 12.10.2020 |
