09.12.2019 18:29

Risk parameters change on Securities market

CCP NCC sets the following risk parameters on Securities market starting from December 11, 2019:

Security Current market risk rates New market risk rates New concentration limits,
number of shares
1st level,
S_1_min
2nd level,
S_2_min
3rd level,
S_3_min
1st level,
S_1_min
2nd level,
S_2_min
3rd level,
S_3_min
LK_1 LK_2
FIVE 50% 60% 70% 35% 49% 78% 29 500 147 500
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