CCP NCC changes the collateral for stress parameters starting from August 3rd, 2023:
| Asset | Current Collateral for stress | Collateral for stress from August 3rd, .2023 | ||
| UP scenario | Down scenario | UP scenario | Down scenario | |
| CNY | 9% | 7% | 12.5% | 8.5% |
FTSE Mondo Visione Exchanges Index:
Moscow Exchange: Collateral For Stress Changes
Date 27/07/2023
