09.12.2019 18:29
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from December 11, 2019:
| Security | Current market risk rates | New market risk rates | New concentration limits, number of shares |
|||||
|---|---|---|---|---|---|---|---|---|
| 1st level, S_1_min |
2nd level, S_2_min |
3rd level, S_3_min |
1st level, S_1_min |
2nd level, S_2_min |
3rd level, S_3_min |
LK_1 | LK_2 | |
| FIVE | 50% | 60% | 70% | 35% | 49% | 78% | 29 500 | 147 500 |