CCP NCC sets the following risk parameters on Securities market FinEx Funds ICAV (ticker FXIM) starting from November 17, 2020:
Ticker
Description
Ban on short selling
Eligible as collateral
New market risk rates
New concentration limits
Scenarios for stress collateral calculation
S_1_min
S_2_min
S_3_min
1st level
2nd level
Scen_UP
Scen_DOWN
FXIM
FinEx Funds ICAV
No
21%
42%
70%
937 000
4 685 000
10%