CCP NCC sets the following risk parameters on Securities market starting from January 11, 2022:
Market risk rates and concentration limits
Ticker
Current market risk rates
New market risk rates
S_1_min
S_2_min
S_3_min
OPNB
100%
29%
39%
OPNE
30%
43%
OPNR
22%
37%
AKNX
28%
42%
RCMX
23%
15%
27%
SBRB
31%
46%
58%
TECH
35%
TGLD
VTBB
32%
47%
57%
VTBG
38%
40%
VTBU
51%
41%
53%
Scenarios for stress collateral calculation
Scen_UP
Scen_DOWN
10%
