26.09.2023 17:38
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), 27.09.2023 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
|
|
BG
|
Bunge Limited
|
BMG169621056
|
100.00
|
100.00
|
5
|
3
|
11
|
6.5
|
3.25
|
3.25
|
common
|
|
NCR
|
NCR Corporation
|
US62886E1082
|
100.00
|
100.00
|
5
|
3
|
11
|
6.5
|
3.25
|
3.25
|
common
|
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