10.12.2021 18:01
Risk parameters for new shares
Due to ticker change from MAIL to VKCO starting from December 14, 2021 risk parameters will be applied according to the table below.
- Market risk rates and concentration limits, attributes for ban on short selling and eligible collateral:
| № | Ticker | Name | Market risk rates, % | Concentration limits, units | Ban on short selling | Eligible collateral | |||
|---|---|---|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | |||||
| 1 | VKCO | VK Company Limited | 17% | 23% | 30% | 93 401 | 467 005 | No | No |
- Stress collateral scenarios:
| № | Ticker | Name | Scen_UP | Scen_DOWN |
|---|---|---|---|---|
| 1 | VKCO | VK Company Limited | 5% | 5% |