19.05.2023 19:31
Risk Parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from May 23, 2023.
| Ticker | Market risk rates | Concentration Limit, # of securities | |||
| S_1_min | S_2_min | S_3_min | LK1 | LK2 | |
| RU000A100VX2 | 70% | 85% | 100% | 60 000 | 300 000 |
| RU000A101RJ7 | 70% | 85% | 100% | 60 000 | 300 000 |
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