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Moscow Exchange: Risk Parameters Change On Securities Market

Date 22/11/2019

CCP NCC sets the following risk parameters on Securities market starting from November 28, 2019:

Security Current market risk rates New market risk rates
1st level,
S_1_min		 2nd level,
S_2_min		 3rd level,
S_3_min		 1st level,
S_1_min		 2nd level,
S_2_min		 3rd level,
S_3_min
SBCB 15% 26% 100% 31% 42% 100%

 

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