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    24.11.2022 18:41

    Risk parameters on Securities market

    CCP NCC sets the following risk parameters on Securities market starting from 25.11.2022 :
     

    Ticker Minimum Initial Margin for the Market Risk, % Concentration Limit, # of securities
    Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min Level 1 Level 2
    1 RU000A105HE0 9% 12% 15% 100 000 500 000
    2 RU000A105HC4 17% 20% 23% 400 000 2 000 000
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