30.09.2022 16:24
Risk parameters on Securities market
Due to ticker change starting from October 03, 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 | 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 | RSHA | 31 | 44 | 100 | 134 000 | 667 000 | Yes | No |
| 2 | RSHH | 28 | 40 | 100 | 135 630 | 678 150 | Yes | No |
| 3 | RSHE | 30 | 44 | 100 | 133 740 | 456 870 | Yes | No |
| 4 | RSHU | 41 | 53 | 100 | 104 000 | 520 000 | Yes | No |
| 5 | RSHY | 100 | 100 | 100 | 2 000 | 2 001 | Yes | No |
| 6 | RSHI | 100 | 100 | 100 | 2 000 | 2 001 | Yes | No |
| 7 | RSHL | 100 | 100 | 100 | 2 000 | 2 001 | Yes | No |
- Stress collateral scenarios:
| № | Ticker | Scen_UP | Scen_DOWN |
|---|---|---|---|
| 1 | RSHA | 13% | 11% |
| 2 | RSHH | 13% | 11% |
| 3 | RSHE | 13% | 11% |
| 4 | RSHU | 10% | 10% |
| 5 | RSHY | 0% | 0% |
| 6 | RSHI | 0% | 0% |
| 7 | RSHL | 0% | 0% |