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08.06.17


Risk Parameters Change in Securities market


Securities market

NCC Bank is changing the following risk parameters in Securities market starting from June 09, 2017:

Ticker

Current IM rates

New IM rates

S_1_min

S_2_min

S_3_min

S_1_min

S_2_min

S_3_min

1

XS0832412505

100%

100%

100%

14%

17%

20%

2

XS1589106910

100%

100%

100%

26%

29%

32%

3

XS0935311240

100%

100%

100%

27%

30%

33%

4

XS1032750165

100%

100%

100%

12%

15%

18%

5

XS0848137708

100%

100%

100%

11%

14%

17%

6

XS0810596832

100%

100%

100%

25%

28%

31%

 

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

Ticker

Current value

New value

1

XS0832412505

20%

35%

2

XS1589106910

20%

35%

3

XS0935311240

20%

35%

4

XS1032750165

20%

35%

5

XS0848137708

20%

35%

6

XS0810596832

20%

35%

 

 

NCC Bank cancels a ban for these bonds starting from June 09, 2017.