29.07.2021 14:50
Risk parameters change on Securities market
CCP NCC will set the following risk parameters on Securities market due to corporate actions:
| Ticker | Description | PcL_max for 03.08.2021 | PcH_max for 03.08.2021 | PcL_max from 04.08.2021 | PcH_max from 04.08.2021 |
|---|---|---|---|---|---|
| GE-RM | General Electric Company | 0.4 | 0.4 | 1 | 1 |
Additionally, the following risk parameters will be set starting from August 03, 2021:
| Ticker | Description | Market risk rates | Concentration limits, units | Ban on short selling | |||
|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | LK_1 | LK_2 | |||
| GE-RM | General Electric Company | 16% | 25% | 36% | 10 589 | 52 948 | No |
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