Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters On Securities market

Date 16/11/2020

CCP NCC sets the following risk parameters on Securities market FinEx Funds ICAV (ticker FXIM) starting from November 17, 2020:


TickerDescriptionBan on short sellingEligible as collateralNew market risk ratesNew concentration limitsScenarios for stress collateral calculation
S_1_min S_2_min S_3_min 1st level 2nd level Scen_UP Scen_DOWN
FXIM FinEx Funds ICAV No No 21% 42% 70% 937 000 4 685 000 10% 10%