06.02.2025 10:21
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from February 07, 2024:
| Ticker | Current Market risk rates | Market risk rates | Current Concentration Limit, # of securities | Concentration Limit, # of securities | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | Level 1 | Level 2 | Level 1 | Level 2 | |
| CASH | 100% | 100% | 100% | 19% | 29% | 100% | 2000 | 2001 | 476 644 | 2 383 222 |