06.05.2021 18:24
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from May 7, 2021:
| № | Ticker | Market risk rates | Concentration limits, units | Ban on short selling | Eligible as collateral | |||
|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | LK_1 | LK_2 | ||||
| 1 | RU000A1031Z2 | 11% | 14% | 17% | 400 000 | 2 000 000 | No | No |