24.11.2025 17:29
Risk parameters changes on Securities market
CCP NCC changes the following risk parameters on Securities market starting from November 25th, 2025:
Market risk rates and concentration limits on Securities market:
| Underlying | Current market risk rates | Market risk rates from November 25th, 2025 | Concentration limits from November 25th, 2025, pcs | |||||
|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | |
| DOMRF | 100% | 100% | 100% | 50% | 75% | 95% | 45 369 | 226 845 |