NCC Clearing Bank is changing risk parameters in Securities market for EPLN (Europlan) shares starting from August 24, 2016:
№
Ticker
Name
Current IM rates
New IM rates
New concentration limits, sec.
S_1_min
S_2_min
S_3_min
1st level
2nd level
1
EPLN
Europlan
100%
70%
85%
95%
3 430
6 860
IR risk (downward scenario) - SECΔ_1 (Y0/Y1 and Y0/YW)
Current value
New value
20%
35%
NCC cancels a ban for shortsells for EPLN shares starting from August 24, 2016.
