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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 Mail.ru Group No No 35% 49% 78% 9 700 48 500 10% 10%
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