11.12.2025 11:53
Risk parameters changes on Securities market
CCP NCC changes the following risk parameters on Securities market starting from December,15th 2025:
Market risk rates and concentration limits on Securities market:
| Underlying | Current market risk rates | Market risk rates from December, 15th 2025 | Concentration limits from December, 15th 2025, pcs | |||||
|---|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | LK1 | LK2 | |
| BAZA | 100% | 100% | 100% | 50% | 75% | 95% | 91 744 | 458 720 |
| Ticker | Ban on short selling |
|---|---|
| BAZA | Yes |