21.07.2022 17:10
Risk parameters on Securities market
Due to ticker change starting from July 22, 2022 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 | 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 | OBLG | 47% | 57% | 100% | 95 500 | 477 500 | No | No |
| 2 | ESGE | 100% | 100% | 100% | 2 000 | 2 001 | No | No |
| 3 | LQDT | 6% | 9% | 100% | 9 800 000 | 49 000 000 | No | No |
| 4 | GOLD | 28% | 40% | 100% | 8 667 668 | 43 338 340 | No | No |
| 5 | EQMX | 40% | 52% | 100% | 94 073 | 470 365 | No | No |
- Stress collateral scenarios:
| № | Ticker | Scen_UP | Scen_DOWN |
|---|---|---|---|
| 1 | OBLG | 10% | 10% |
| 2 | ESGE | 0% | 0% |
| 3 | LQDT | 2% | 2% |
| 4 | GOLD | 13% | 11% |
| 5 | EQMX | 10% | 10% |