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The following risk parameters will be applied for new currency pair CHF/RUB (Swiss Franc/Russian Ruble)
| Ticker | Spot risk rate, % | Concentration limits | IR risk rate, % | Penalty rate, % | |||
|
1st level, |
2nd level, |
3rd level, |
1st level | 2nd level | TODTOM tenor | ||
| CHF | 8% | 10% | 11% | 500 000 000 | 2 500 000 000 | 40% | -2% |
