17.08.2023 14:38
Risk parameters for shares
Due to ticker change from ISKJ to ABIO starting from August 18, 2023 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 | ABIO | 50% | 75% | 95% | 141 135 | 705 675 | No | No |
- Stress collateral scenarios:
| № | Ticker | Scen_UP | Scen_DOWN |
| 1 | ABIO | 25% | 25% |