CCP NCC will set the following risk parameters on Securities market due to corporate actions:
Ticker
Description
Current and from 29.03.2022
market risk rates
Market risk rates
from 25.03.2022 through 28.03.2022
S_1_min
S_2_min
S_3_min
WRB-RM
W. R. Berkley Corp ORD SHS
26%
35%
45%
100%
Additionally, the following risk parameters will be changed starting from March 29, 2022:
Current concentration limits, units
Concentration limits from 29.03.2022, units
LK_1
LK_2
8 450
42 249
12 675
63 373