17.06.2022 17:09
Risk parameters for shares
Due to ticker change from FB-RM to META-RM starting from June 23, 2022 risk parameters will be applied according to the table below.
1. 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 | META-RM | Meta Platforms, Inc. | 100% | 100% | 100% | 2 620 | 13 100 | Yes | No |
2. Stress collateral scenarios:
| № | Ticker | Name | Scen_UP | Scen_DOWN |
|---|---|---|---|---|
| 1 | META-RM | Meta Platforms, Inc. | 0% | 0% |