02.03.2023 17:45
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from 03.03.2023 :
| № | Ticker | Minimum Initial Margin for the Market Risk, % | Concentration Limit, # of securities | Ban on short selling | Collateral | |||
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | ||||
| 1 | RU000A105WK6 | 20% | 23% | 26% | 120,000 | 600,000 | No | No |