11.05.2022 17:57
Risk parameters for shares
Due to ticker change from BLL-RM to BALL-RM starting from May 19, 2022 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 | BALL-RM | Ball Corporation | 21% | 30% | 39% | 7 703 | 38 514 | Yes | No |
- Stress collateral scenarios:
| № | Ticker | Name | Scen_UP | Scen_DOWN |
|---|---|---|---|---|
| 1 | BALL-RM | Ball Corporation | 9% | 7% |