10.02.2022 18:18
Risk parameters change on Securities market
CCP NCC is changing the following risk parameters on Securities market starting from February 16, 2022:
| № | Ticker | Description | Current market risk rates | New market risk rates | ||||
|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | |||
| 1 | LENT | Lenta IPJSC ORD SHS | 100% | 100% | 100% | 50% | 75% | 95% |
| № | Ticker | Description | Current concentration limits, number of securities | New concentration limits, number of securities | ||
|---|---|---|---|---|---|---|
| LK_1 | LK_2 | LK_1 | LK_2 | |||
| 1 | LENT | Lenta IPJSC ORD SHS | 2 000 | 2 001 | 11 255 | 56 275 |
| № | Ticker | Description | Current excess risk scenarios | New excess risk scenarios | ||
|---|---|---|---|---|---|---|
| Up | Down | Up | Down | |||
| 1 | LENT | Lenta IPJSC ORD SHS | 0% | 0% | 12% | 12% |