19.10.2021 15:43
Risk parameters for RENI shares
CCP NCC will set the following risk parameters for RENI shares on Securities market starting from October 20, 2021:
- Market risk rates and concentration limits, attributes for ban on short selling and eligible collateral:
| № | Ticker | Market risk rates, % | Concentration limits, units | Ban on short selling | Eligible collateral | |||
|---|---|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | ||||
| 1 | RENI | 70% | 80% | 90% | 78 431 | 392 155 | No | No |
- Stress collateral scenarios:
| № | Ticker | Scen_UP | Scen_DOWN |
|---|---|---|---|
| 1 | RENI | 15% | 15% |
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