Values of risk parameters that have been set and collateral (securities market)
|
Risk parameter
|
Values
|
|
b
|
10%
|
|
days_hvol
|
2
|
|
fine_debt
|
0%
|
|
cHor
|
2
|
|
cExp
|
1,5
|
|
cShr
|
0,75
|
|
DaysExp
|
2
|
|
DaysShr
|
5
|
|
CondExp
|
0,75
|
|
CondShr
|
0,5
|
|
TimeExp
|
15
|
|
sUp
|
0%
|
|
sDown
|
0%
|
|
fine_donor
|
0%
|
|
forfeit_rate
|
0%
|
|
REPO_1leg_coeff
|
50%
|
|
Up_coeff
|
5
|
|
Down_coeff
|
Min(0.2 * SP; LPC)
|
|
RiskLimit
|
1.5 million US dollars
|
|
ConcntrLimit
|
25%
|
|
Repo rate set for the settlement of undue fulfilment of obligations
|
0%
|
|
Group_name
|
Description
|
RM_start
|
RM_end
|
SP_source
|
|
common
|
American securities
|
18:30 ALMT
|
02:00 ALMT
|
US_Market
|
|
3
|
Eurobonds
|
During the Trading Day in accordance with the Trading time disclosed on the Exchange's website.
|
ITS
|
|
6
|
ETF
|
19:30 ALMT
|
02:00 ALMT
|
US_Market
|
|
7
|
Securities traded on the Hong Kong Stock Exchange
|
During the Trading Day in accordance with the Trading time disclosed on the Exchange's website. During the Trading Day, the standard liquidity period. There is no period of increased liquidity.
|
HK_Market
|