NCC | Risk parameters change on Securities market

CCP NCC sets the following risk parameters on Securities market starting from July 2, 2019:

Asset	Description	Current market risk rates			New market risk rates			New concentration limits
Asset	Description	1^st level, S_1_min	2^nd level, S_2_min	3^rd level, S_3_min	1^st level, S_1_min	2^nd level, S_2_min	3^rd level, S_3_min	1^st level	2^nd level
VTBB	VTBB ETF Corp Bonds Smart beta	100%	100%	100%	25%	50%	100%	9 550	47 750

2. Scenarios for stress collateral calculation

Asset	Description	Scen_UP	Scen_DOWN
VTBB	VTBB ETF Corp Bonds Smart beta	10%	10%

3. Ban on short selling will be cancelled for VTBB ETF Corp Bonds Smart beta.