29.08.2024 11:39
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from august 30, 2024:
| Ticker | Concentration Limit of securities | Market risk rates | Concentration Limit of securities from 30.08.24 | Market risk rates from 30.08.24 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Level 1 | Level 2 | S_1_min | S_2_min | S_3_min | Level 1 | Level 2 | S_1_min | S_2_min | S_3_min | |
| AMNR | 2000 | 2001 | 100% | 100% | 100% | 45 896 | 229 480 | 19% | 29% | 100% |