NCC | Risk parameters change on the Securities market

News

21 August 2024 Risk parameters change on the Securities market

CCP NCC changes risk params on the Securities market

Market risk rates:

Ticker	Current market risk rates, %			Market risk rates from 23.08.2024, %
Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min
BELU	100%	100%	100%	36%	42%	49%

Static risk params:

Ticker	Current value PcL_max	New value PcL_max from 22.08.2024	New value PcL_max from 23.08.2024	Current value PcH_max	New value PcH_max from 23.08.2024
BELU	0.4	0.9	1	0.4	1

Ticker	Current value X_PR	New value X_PR from 22.08.2024	New value X_PR from 23.08.2024	Current value W	New value W from 23.08.2024
BELU	2.5	1.1	2	0.01	0.1

Ban on short selling an eligible collateral on the Securities market:

Ticker	Current Ban on short selling	Ban on short selling from 23.08.2024
BELU	Yes	No