19.11.2020 20:02
Risk parameters on Securities market
CCP NCC will set the following risk parameters on Securities market Ozon Holdings PLC (ticker OZON):
| 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 | ||||
| OZON | Ozon Holdings PLC | No | No | 80% | 90% | 100% | 26 300 | 131 500 | 10% | 10% |
Additionally, CCP NCC will set for the first trading day PcH_max and PcL_max parameter values that define price up and down limits respectively equal to 40%.