22.08.2024 10:55
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from august 23, 2024:
| Ticker | Concentration Limit of securities | Market risk rates | Concentration Limit of securities from 23.08.24 | Market risk rates from 23.08.24 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Level 1 | Level 2 | S_1_min | S_2_min | S_3_min | Level 1 | Level 2 | S_1_min | S_2_min | S_3_min | |
| DIVD | 2000 | 2001 | 100% | 100% | 100% | 4 439 | 22 197 | 23% | 33% | 100% |
| GROD | 2000 | 2001 | 100% | 100% | 100% | 6 109 | 30 545 | 25% | 35% | 100% |
| PSMM | 2000 | 2001 | 100% | 100% | 100% | 487 804 | 2 439 020 | 19% | 29% | 100% |
| SBCN | 2000 | 2001 | 100% | 100% | 100% | 403 877 | 2 019 385 | 19% | 29% | 100% |
| SBHI | 2000 | 2001 | 100% | 100% | 100% | 589 622 | 2 948 113 | 22% | 32% | 100% |
| TDIV | 2000 | 2001 | 100% | 100% | 100% | 501 504 | 2 507 522 | 20% | 30% | 100% |