07.09.2026 18:08
Risk parameters changes on Securities market
CCP NCC changes the following risk on Securities market starting from 08.09.2026:
- Risk parameters on Securities market:
Collateral Eligibility:
| Ticker | Current Collateral Eligibility | Collateral Eligibility from 08.09.2026 | Limits per issuer from 08.09.2026, RUB |
| AKMM | No | Yes | 6 127 000 000 |
Market risk rates and concentration limits:
| Ticker | Current Market risk rates | Market risk rates from 08.09.2026 | Current Concentration limits, pcs. | Concentration limits from 08.09.2026, pcs. | ||||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | 1 level | 2 level | 1 level | 2 level | |
| AKMM | 6 | 9 | 100 | 7,5 | 10,5 | 100 | 1 233 184 | 6 165 921 | 8 905 371 | 44 526 855 |