31.08.2022 18:48
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 01.09.2022 :
| № | 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 | RU000A105559 | 18% | 21% | 24% | 300 000 | 1 500 000 |