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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
Security	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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