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What's new


04.12.17


Risk Parameters Change for the Securities


The following risk parameters will be changed:

 

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker

Current value

New value

New value effective for

BANE

35%

77%

08.12.2017 - 12.12.2017

BANEP

35%

77%

08.12.2017 - 12.12.2017

 

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

BANEP

35%

41%

49%

55%

78%

84%

08.12.2017 - 12.12.2017