29.06.2021 20:24
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from June 30, 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 | SU26240RMFS0 | 11% | 12% | 13% | 1 000 000 | 5 000 000 | No | Yes |