NCC | Risk Parameters change on Securities market

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20 April 2023 Risk Parameters change on Securities market

CCP NCC sets the following risk parameters on Securities market starting from April 24, 2023:

Ticker	Market risk rates
Ticker	S_1_min	S_2_min	S_3_min
BLNG	100%	100%	100%

№	Ticker	PcH_max		PcL_max
№	Ticker	Current value	New value from 24.04.2023	Current value	New value from 24.04.2023
1	CHKZ	40%	20%	40%	20%
2	KROT	40%	20%	40%	20%
3	KROTP	40%	20%	40%	20%
4	LNZLP	40%	20%	40%	20%
5	MSTT	40%	20%	40%	20%
6	RKKE	40%	20%	40%	20%
7	ROSB	40%	20%	40%	20%