23.12.2020 18:32
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from December 24, 2020:
| № | Ticker | Description | Market risk rates | Concentration limits, number of securities | Eligible collateral | Ban on short selling attribute | |||
| S_1_min | S_2_min | S_3_min | LK1 | LK2 | |||||
| 1 | RU000A102KZ6 | GSP-Finance | 14% | 17% | 20% | 100,000 | 500,000 | No | No |