CCP NCC is changing the following risk parameters on Securities market starting from February 16, 2022:
№
Ticker
Description
Current market risk rates
New market risk rates
S_1_min
S_2_min
S_3_min
1
LENT
Lenta IPJSC ORD SHS
100%
50%
75%
95%
Current concentration limits, number of securities
New concentration limits, number of securities
LK_1
LK_2
2 000
2 001
11 255
56 275
Current excess risk scenarios
New excess risk scenarios
Up
Down
0%
12%
