15.07.2022 17:32
О введении новых значений риск-параметров
Уважаемые Участники клиринга!
Сообщаем вам, что в соответствии с Методикой установления и изменения риск-параметров Небанковской кредитной организации - центрального контрагента "Клиринговый центр МФБ" (акционерное общество) с 18 июля 2022 года устанавливаются следующие значения риск-параметров:
|
Код ценной бумаги
|
Наименование
|
ISIN
|
Минимальное базовое ГО, %
|
Минимальное базовое ГО в дни ожидаемой повышенной волатильности, %
|
MR_stress, %
|
ch_fine_short, %
|
ch_fine_long, %
|
fine_short, %
|
fine_long, %
|
ch_fine_borrow money, %
|
ch_fine_borrow security, %
|
Group_name
|
|
MATV
|
Mativ Holdings, Inc.
|
US8085411069
|
15.00
|
20.00
|
20.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
ABCB
|
Ameris Bancorp
|
US03076K1088
|
13.00
|
21.00
|
21.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
ABM
|
ABM Industries Incorporated
|
US0009571003
|
15.00
|
19.00
|
19.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
ATI
|
Allegheny Technologies Incorporated
|
US01741R1023
|
18.00
|
29.00
|
29.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
BCC
|
Boise Cascade Company
|
US09739D1000
|
19.00
|
21.00
|
21.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CBT
|
Cabot Corporation
|
US1270551013
|
14.00
|
20.00
|
20.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CLB
|
Core Laboratories N.V.
|
NL0000200384
|
20.00
|
32.00
|
32.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CNNE
|
Cannae Holdings, Inc.
|
US13765N1072
|
16.00
|
20.00
|
20.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
COLB
|
Columbia Banking System, Inc.
|
US1972361026
|
13.00
|
21.00
|
21.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
FHI
|
Federated Hermes, Inc.
|
US3142111034
|
13.00
|
20.00
|
20.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
HI
|
Hillenbrand, Inc.
|
US4315711089
|
12.00
|
20.00
|
20.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
INT
|
World Fuel Services Corporation
|
US9814751064
|
15.00
|
22.00
|
22.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
NLY
|
Annaly Capital Management, Inc.
|
US0357104092
|
13.00
|
28.00
|
28.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
PAR
|
PAR Technology Corporation
|
US6988841036
|
19.00
|
26.00
|
26.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
PING
|
Ping Identity Holding Corp.
|
US72341T1034
|
20.00
|
22.00
|
24.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
SAH
|
Sonic Automotive, Inc.
|
US83545G1022
|
17.00
|
31.00
|
31.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
SILK
|
Silk Road Medical, Inc.
|
US82710M1009
|
23.00
|
23.00
|
25.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
ABR
|
Arbor Realty Trust, Inc.
|
US0389231087
|
15.00
|
39.00
|
39.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
AEP
|
American Electric Power Company, Inc.
|
US0255371017
|
10.00
|
17.00
|
17.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
AM
|
Antero Midstream Corporation
|
US03676B1026
|
15.00
|
28.00
|
28.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
ARCH
|
Arch Resources, Inc.
|
US03940R1077
|
24.00
|
25.00
|
25.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
ATO
|
Atmos Energy Corporation
|
US0495601058
|
10.00
|
15.00
|
15.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
BMBL
|
Bumble Inc.
|
US12047B1052
|
40.00
|
45.00
|
45.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
BMO
|
Bank of Montreal
|
CA0636711016
|
9.00
|
15.00
|
15.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
BROS
|
Dutch Bros Inc.
|
US26701L1008
|
29.00
|
30.00
|
34.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CDAY
|
Ceridian HCM Holding Inc.
|
US15677J1088
|
18.00
|
20.00
|
20.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CELH
|
Celsius Holdings, Inc.
|
US15118V2079
|
29.00
|
36.00
|
40.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CERE
|
Cerevel Therapeutics Holdings, Inc.
|
US15678U1280
|
34.00
|
34.00
|
62.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CG
|
The Carlyle Group Inc.
|
US14316J1088
|
15.00
|
20.00
|
20.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CHRS
|
Coherus BioSciences, Inc.
|
US19249H1032
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CM
|
Canadian Imperial Bank of Commerce
|
CA1360691010
|
9.00
|
15.00
|
15.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CNQ
|
Canadian Natural Resources Limited
|
CA1363851017
|
15.00
|
32.00
|
32.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
COOP
|
Mr. Cooper Group Inc.
|
US62482R1077
|
18.00
|
28.00
|
32.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CWH
|
Camping World Holdings, Inc.
|
US13462K1097
|
21.00
|
39.00
|
39.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CZR
|
Caesars Entertainment, Inc.
|
US12769G1004
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
DEI
|
Douglas Emmett, Inc.
|
US25960P1093
|
12.00
|
18.00
|
18.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
EAF
|
GrafTech International Ltd.
|
US3843135084
|
18.00
|
25.00
|
25.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
ELY
|
Callaway Golf Company
|
US1311931042
|
18.00
|
35.00
|
35.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
EQH
|
Equitable Holdings, Inc.
|
US29452E1010
|
15.00
|
24.00
|
24.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
ESGR
|
Enstar Group Limited
|
BMG3075P1014
|
11.00
|
16.00
|
16.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
FAF
|
First American Financial Corporation
|
US31847R1023
|
13.00
|
19.00
|
19.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
FCEL
|
FuelCell Energy, Inc.
|
US35952H6018
|
36.00
|
69.00
|
69.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
FOUR
|
Shift4 Payments, Inc.
|
US82452J1097
|
24.00
|
24.00
|
24.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
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