03.10.2023 13:04
Risk parameters change on Securities market
CCP NCC sets the following risk parameters from October the 4th, 2023:
- Market risk rates and Ban on short selling:
№ | Ticker | Market risk rates | Ban on short selling | ||
S1_min | S2_min | S3_min | |||
1 | DSKY | 100% | 100% | 100% | Yes |
- Stress collateral scenario:
№ | Ticker | Scen_up | Scen_down |
1 | DSKY | 0% | 0% |