12.07.2021 20:34
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from July 13-th 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 | RU000A103DU0 | 24% | 27% | 30% | 400 000 | 2 000 000 | No | No |
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