22.04.2025 14:48
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from April 23, 2025:
Ticker | Extended collateral list group | Collateral limit | Market risk rates | ||
---|---|---|---|---|---|
S_1_min | S_2_min | S_3_min | |||
LQDT | Yes | 60% | 7,5% | 10,5% | 100% |