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% |