CCP NCC will set the following risk parameters on Securities market due to corporate actions:
Ticker
Description
PcL_max for 03.08.2021
PcH_max for 03.08.2021
PcL_max from 04.08.2021
PcH_max from 04.08.2021
GE-RM
General Electric Company
0.4
1
Additionally, the following risk parameters will be set starting from August 03, 2021:
Market risk rates
Concentration limits, units
Ban on short selling
S_1_min
S_2_min
S_3_min
LK_1
LK_2
16%
25%
36%
10 589
52 948
No
