Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Collateral For Stress Changes

Date 04/10/2023

CCP NCC changes the collateral for stress parameters starting from October 3rd, 2023:

 

  1. Collateral for stress on the Securities market, on the Currency market and on the Derivatives market:
Asset Current Collateral for stress Collateral for stress from October 3rd, .2023
UP scenario Down scenario UP scenario Down scenario
CNY 16% 10% 19% 11%

 

 

 

  1. Collateral for stress on the OTC market:
Risk-factor Current Collateral for stress Collateral for stress from October 3rd, .2023
UP scenario Down scenario UP scenario Down scenario
USD-RUB-TOM-CENTRAL 25.5% -23.5% 27% -25%
EUR-RUB-TOM-CENTRAL 25.5% -23.5% 27% -25%
СNY-RUB-TOM-CENTRAL 24% -18% 27% -19%