CCP NCC will set the following risk parameters on Securities market starting from July 5, 2021:
1) Market risk rates, concentration limits, stress collateral scenarios
Ticker
Current market risk rates
New market risk rates
New concentration limits
Stress collateral scenario (Up and Down)
S_1_min
S_2_min
S_3_min
Level 1
Level 2
AKCH
100%
46%
69%
104 340
521 702
10%
RCMX
23%
37%
11 000
55 000
SUGB
15%
21%
9 990
49 953
TMOS
24%
1 538 935
7 694 675
SBCB
30%
35%
28%
34%
2) Ban on short selling:
Current Ban attribute
New Ban Attribute
Yes
No
