10.10.2023 17:41
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), 11.10.2023 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
|
|
ALXO
|
ALX Oncology Holdings Inc.
|
US00166B1052
|
35.00
|
35.00
|
5
|
3
|
11
|
6.5
|
3.25
|
3.25
|
common
|
|
NWLI
|
National Western Life Group, Inc. Class A
|
US6385171029
|
30.00
|
30.00
|
5
|
3
|
11
|
6.5
|
3.25
|
3.25
|
common
|
All news