20.11.2023 16:37
On the introduction of new risk parameter values
Dear Clearing Members,
We would like to inform you that in accordance with the Methodology for Establishing and Modifying Risk Parameters of Non-Banking Credit Institution - SPB Clearing Central Counterparty (Joint Stock Company), 21.11.2023 the following risk parameter values are set:
|
Code of security
|
Name
|
ISIN
|
Minimum base Collateral, %
|
MR_stress, %
|
ch_fine_short, %
|
ch_fine_long, %
|
fine_short, %
|
fine_long, %
|
ch_fine_borrow money, %
|
ch_fine_borrow security, %
|
Group_name
|
|
EAF
|
GrafTech International Ltd.
|
US3843135084
|
25.00
|
25.00
|
5
|
3
|
11
|
6.5
|
3.25
|
3.25
|
common
|
|
AG
|
First Majestic Silver Corp.
|
CA32076V1031
|
20.00
|
27.00
|
5
|
3
|
11
|
6.5
|
3.25
|
3.25
|
common
|
|
MPW
|
Medical Properties Trust, Inc.
|
US58463J3041
|
20.00
|
20.00
|
5
|
3
|
11
|
6.5
|
3.25
|
3.25
|
common
|
|
ACIW
|
ACI Worldwide, Inc.
|
US0044981019
|
25.00
|
25.00
|
5
|
3
|
11
|
6.5
|
3.25
|
3.25
|
common
|
|
VNO
|
Vornado Realty Trust
|
US9290421091
|
25.00
|
25.00
|
5
|
3
|
11
|
6.5
|
3.25
|
3.25
|
common
|
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