19.09.2024 12:44
Risk parameters change on the Securities market
CCP NCC changes risk params on the Securities market:
- On the Securities market:
| Ticker | Current market risk rates, % | Current Concentration Limit, # of securities | Market risk rates from 20.09.2024, % | Concentration Limit, # of securities from 20.09.2024 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | Level 1 | Level 2 | S1_min | S2_min | S3_min | Level 1 | Level 2 | |
| SFIN | 100% | 100% | 100% | 2000 | 2001 | 50% | 80% | 95% | 54 939 | 274 696 |
- Ban on short selling an eligible collateral on the Securities market:
| Ticker | Current Ban on short selling | Ban on short selling from 20.09.2024 |
|---|---|---|
| SFIN | Yes | No |