21.11.2022 15:17
Risk parameters for shares
Due to ticker change from NLOK-RM to GEN-RM starting from November 22, 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 | GEN-RM | Gen Digital Inc. | 100% | 100% | 100% | 29 502 | 147 508 | Yes | No |
- Stress collateral scenarios:
| № | Ticker | Name | Scen_UP | Scen_DOWN |
|---|---|---|---|---|
| 1 | GEN-RM | Gen Digital Inc. | 0% | 0% |