29.11.2021 19:23
Risk parameters for new shares
Due to ticker change from FB-RM to MVRS-RM starting from December 1, 2021 risk parameters will be applied according to the table below.
- Market risk rates and concentration limits, attributes for ban on short selling and eligible collateral:
| № | Ticker | Name | 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 | MVRS-RM | Meta Platforms Inc. | 18% | 29% | 41% | 2 620 | 13 100 | No | No |
- Stress collateral scenarios:
| № | Ticker | Name | Scen_UP | Scen_DOWN |
|---|---|---|---|---|
| 1 | MVRS-RM | Meta Platforms Inc. | 11% | 9% |
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