24.04.2025 11:02
Risk parameters changes on Securities market
CCP NCC changes the following risk parameters on Securities market starting from April, 25th 2025
Securities market:
Market risk rates and concentration limits:
| Underlying | Current market risk rates | Market risk rates from 25.04.2025 | Current concentration limits, pcs | Concentration limits from 25.04.2025 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | |
| PRMD | 100% | 100% | 100% | 50% | 75% | 95% | 2000 | 2001 | 24 170 | 120 850 |
| Ticker | Ban on short selling | Ban on short selling from 25.04.2025 |
|---|---|---|
| PRMD | Yes | No |