26.04.2021 16:02
Risk parameters change on Securities market
CCP NCC is changing the following risk parameters on Securities market starting from April 28, 2021.
| № | Ticker | New market risk rates | Current market risk rates | New concentration limits, number of securities | |||||
|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | LK1 | LK2 | ||
| 1 | FIXP | 50% | 75% | 95% | 100% | 100% | 100% | 40 865 | 204 325 |