29.12.2022 17:21
Risk parameters for shares
Due to ticker change from FBHS-RM to FBIN-RM starting from December 30, 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 | 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 | FBIN-RM | Fortune Brands Innovations, Inc. | 100% | 100% | 100% | 6 445 | 32 224 | Yes | No |
- Stress collateral scenarios:
№ | Ticker | Name | Scen_UP | Scen_DOWN |
1 | FBIN-RM | Fortune Brands Innovations, Inc. | 0% | 0% |