31.10.2022 19:28
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 01.11.2022 :
№ | 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 | RU000A105CM4 | 18% | 21% | 24% | 370,000 | 1,850,000 |