01.12.2021 19:13
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 02.12.2021 :
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit, # of securities | |||
|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | ||
| 1 | RU000A104636 | 20% | 23% | 26% | 100,000 | 500,000 |