16.12.2021 19:13
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from January 11, 2022:
- Market risk rates and concentration limits
| Ticker | Current market risk rates | New market risk rates | ||||
|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | |
| OPNB | 100% | 100% | 100% | 29% | 39% | 100% |
| OPNE | 100% | 100% | 100% | 30% | 43% | 100% |
| OPNR | 100% | 100% | 100% | 22% | 37% | 100% |
| Ticker | Current market risk rates | New market risk rates | ||||
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | |
| AKNX | 28% | 39% | 100% | 29% | 42% | 100% |
| RCMX | 23% | 37% | 100% | 15% | 27% | 100% |
| SBRB | 31% | 43% | 100% | 46% | 58% | 100% |
| TECH | 29% | 35% | 100% | 30% | 43% | 100% |
| TGLD | 27% | 39% | 100% | 29% | 39% | 100% |
| VTBB | 32% | 43% | 100% | 47% | 57% | 100% |
| VTBG | 27% | 38% | 100% | 28% | 40% | 100% |
| VTBU | 39% | 51% | 100% | 41% | 53% | 100% |
Scenarios for stress collateral calculation
| Ticker | Scen_UP | Scen_DOWN |
| OPNB | 10% | 10% |
| OPNE | 10% | 10% |
| OPNR | 10% | 10% |
- Telegram
- ВКонтакте
- РћРТвЂВВВВВВВВнокласснРСвЂВВВВВВВВРєРСвЂВВВВВВВВ
- РњРѕР№ Р В Р’В Р РЋРЎв„ўР В Р’В Р РЋРІР‚ВВВВВВВВРЎР‚