30.06.2020 12:29
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market for Mail.ru Group DRs (ticker MAIL) starting from July 2, 2020:
| Ticker | Description | Ban on short selling | Eligible as collateral | New market risk rates | New concentration limits | Scenarios for stress collateral calculation | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | 1st level | 2nd level | Scen_UP | Scen_DOWN | ||||
| Mail.ru Group | No | No | 35% | 49% | 78% | 9 700 | 48 500 | 10% | 10% | |