01.07.2021 21:34
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 02.07.2021. :
| № | 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 | RU000A103BE8 | 28% | 31% | 34% | 200 000 | 1 000 000 | No | No |