30.05.2023 17:49
Risk parameters for shares
Due to ticker change from PKI-RM to RVTY-RM starting from May 31, 2023 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 | RVTY-RM | Revvity, Inc. | 100% | 100% | 100% | 4 027 | 20 135 | Yes | No |
- Stress collateral scenarios:
| № | Ticker | Name | Scen_UP | Scen_DOWN |
| 1 | RVTY-RM | Revvity, Inc. | 0% | 0% |