04.02.2021 16:54
Risk parameters change on Securities market
CCP NCC sets the following risk parameters on Securities market starting from February 5, 2021:
| № | Ticker | Description | Current market risk rates | New market risk rates | New concentration limits, number of securities | New eligible collateral | New ban on short selling attribute | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | LK1 | LK2 | |||||
| 1 | RU000A102M94 | OGK-2 PJSC, 003Р-01 | 10% | 13% | 16% | 10% | 13% | 16% | 540 860 | 2 704 300 | Yes | No |
| 2 | RU000A102HC1 | SBERBANK OF RUSSIA PJSC, 002SUB-02R | 100% | 100% | 100% | 25% | 28% | 31% | 112 | 560 | No | No |
| 3 | RU000A102JZ8 | ALFA-BANK AO, 002P-09 | 100% | 100% | 100% | 14% | 17% | 20% | 160 000 | 800 000 | No | No |
| 4 | RU000A102K39 | RESO-LEASING LLC, BO-P-08 | 100% | 100% | 100% | 14% | 17% | 20% | 100 000 | 500 000 | No | No |