Subscription Print version

21.08.2024 18:24

Risk parameters change on the Securities market

CCP NCC changes risk params on the Securities market

Market risk rates:

Ticker	Current market risk rates, %			Market risk rates from 23.08.2024, %
Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min
BELU	100%	100%	100%	36%	42%	49%

Static risk params:

Ticker	Current value PcL_max	New value PcL_max from 22.08.2024	New value PcL_max from 23.08.2024	Current value PcH_max	New value PcH_max from 23.08.2024
BELU	0.4	0.9	1	0.4	1

Ticker	Current value X_PR	New value X_PR from 22.08.2024	New value X_PR from 23.08.2024	Current value W	New value W from 23.08.2024
BELU	2.5	1.1	2	0.01	0.1

Ban on short selling an eligible collateral on the Securities market:

Ticker	Current Ban on short selling	Ban on short selling from 23.08.2024
BELU	Yes	No

Contacts for media
+7 (495) 363-3232
Public Relations Department

Contacts for clients
+7 (495) 232-3363
Feedback form

Main news

22.08.24	Risk parameters on Securities market
22.08.24	Risk parameters change for the security RU000A0JS934
22.08.24	Risk parameters change for the security RU000A0JXXE1
22.08.24	Risk parameters change for the security RU000A0JXXD3
22.08.24	Risk parameters change for the security RU000A0JRZ74
21.08.24	Risk parameters change on the Securities market
21.08.24	Risk parameters change for the security RU000A107PU5
21.08.24	Concentration limits per issuer on Securities market
21.08.24	Risk parameters change for the security SU26231RMFS9
All news