NCC | Risk parameters change on Securities market

News

08 July 2021 Risk parameters change on Securities market

CCP NCC is changing the following risk parameters on Securities market starting from July 9, 2021:

Ticker	Current market risk rates			New market risk rates
Ticker	S_1_min	S_2_min	S_3_min	S_1_min	S_2_min	S_3_min
BIDU-RM	17%	27%	38%	25%	40%	56%
BIIB-RM	17%	27%	38%	50%	60%	70%
MSTR-RM	29%	46%	65%	60%	70%	80%
SPCE-RM	39%	62%	88%	50%	65%	90%