28.05.2021 18:55
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from May 31, 2021:
| № | Ticker | Market risk rates | Concentration limits, units | Ban on short selling | Eligible as collateral | |||
|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | LK_1 | LK_2 | ||||
| 1 | RU000A1034K8 | 9% | 10% | 11% | 112 | 560 | No | Yes |