25.09.2023 09:00
Risk parameters on the FX and precious metals market
CCP NCC sets the following risk parameters from September 25, 2023:
- Market risk rates, concentration limits, Ban on short selling:
| № | Ticker | Market risk rates | Concentration limits | Ban on short selling | |||
|---|---|---|---|---|---|---|---|
| S1_min | S2_min | S3_min | LK1 | LK2 | |||
| 1 | AED | 15% | 22% | 35% | 1 531 393 | 7 656 965 | Нет |
- Stress collateral scenario:
| № | Ticker | Scen_up | Scen_down |
|---|---|---|---|
| 1 | AED | 12% | 10% |