27.07.2023 18:08
Collateral for stress changes
CCP NCC changes the collateral for stress parameters starting from August 3rd, 2023:
| Asset | Current Collateral for stress | Collateral for stress from August 3rd, .2023 | ||
| UP scenario | Down scenario | UP scenario | Down scenario | |
| CNY | 9% | 7% | 12.5% | 8.5% |