08.12.2023 19:06
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), 11.12.2023 the following risk parameter values are set:
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Code of security
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Name
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ISIN
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Minimum base Collateral, %
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MR_stress, %
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ch_fine_short, %
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ch_fine_long, %
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fine_short, %
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fine_long, %
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ch_fine_borrow money, %
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ch_fine_borrow security, %
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Group_name
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RUB
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Russian ruble
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100.00
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currency
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