23.01.2024 09:21
Risk parameters change on OTC Derivatives market
CCP NCC changes the collateral acceptance parameters on OTC Derivatives market starting from January 26, 2024:
| Currency | Eligible collateral | Covered sell | ||
| Current value | New value | Current value | New value | |
| USD | Yes | No | Accounts for covered sell | Partially accounts for covered sell |
| EUR | ||||