To ensure sufficient diversification of the collateral posted by Clearing members and thus allow its liquidation without significant market impact, National Clearing Centre has established Concentration limits per issuer that are determined in accordance with internal methodology. Concentration limits per issuer are defined for securities eligible as a collateral (except securities issued by the Russian Federation and the Bank of Russia) by asset groups (bonds, ordinary shares and prefered shares) and controlled at Clearing member level.
Current Concentration limits per issuer and composition of asset groups are available below:
Concentration limits per issuer