24.03.2022 21:12
Risk parameters change on Securities market
CCP NCC will set the following risk parameters on Securities market due to corporate actions:
| Ticker | Description | Current and from 29.03.2022 market risk rates |
Market risk rates from 25.03.2022 through 28.03.2022 |
||||
|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | ||
| WRB-RM | W. R. Berkley Corp ORD SHS | 26% | 35% | 45% | 100% | 100% | 100% |
Additionally, the following risk parameters will be changed starting from March 29, 2022:
| Ticker | Description | Current concentration limits, units | Concentration limits from 29.03.2022, units | ||
|---|---|---|---|---|---|
| LK_1 | LK_2 | LK_1 | LK_2 | ||
| WRB-RM | W. R. Berkley Corp ORD SHS | 8 450 | 42 249 | 12 675 | 63 373 |