28.12.2024 14:02
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from January 09, 2025
| Ticker | Ban on short selling | Eligible as collateral | Market risk rates | Concentration Limit, # of securities | |||
|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | Level 1 | Level 2 | |||
| X5 | Yes | No | 70% | 80% | 95% | 42 843 | 214 215 |