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25 September 2023
Risk parameters on the FX and precious metals market
CCP
NCC sets the following risk parameters from September 25, 2023:
Market risk rates, concentration limits, Ban on short selling:
№
Ticker
Market risk rates
Concentration limits
Ban on short selling
S1_min
S2_min
S3_min
LK1
LK2
1
AED
15%
22%
35%
1 531 393
7 656 965
Нет
Stress collateral scenario:
№
Ticker
Scen_up
Scen_down
1
AED
12%
10%
