21.07.2025 14:48
Risk parameters changes on Securities market
CCP NCC changes the following risk parameters on Securities market starting from July,22th 2025:
Market risk rates and concentration limits:
| Underlying | Current market risk rates | Market risk rates from July, 16th 2025 | Current concentration limits, pcs | Concentration limits from July, 16th 2025 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | LK1 | LK2 | |
| HEAD | 50% | 75% | 95% | 33% | 50% | 75% | 56 320 | 281 600 | 34 202 | 171 010 |