16.11.2020 15:10
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market FinEx Funds ICAV (ticker FXIM) starting from November 17, 2020:
| Ticker | Description | Ban on short selling | Eligible as collateral | New market risk rates | New concentration limits | Scenarios for stress collateral calculation | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | 1st level | 2nd level | Scen_UP | Scen_DOWN | ||||
| FXIM | FinEx Funds ICAV | No | No | 21% | 42% | 70% | 937 000 | 4 685 000 | 10% | 10% |