07.11.2023 14:07

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 «СПБ Клиринг» (акционерное общество) с 08 ноября 2023 года устанавливаются следующие значения риск-параметров для рынка СПБ:

Код ценной бумаги

Наименование

ISIN

Минимальное базовое ГО, %

MR_stress, %

ch_fine_short, %

ch_fine_long, %

fine_short, %

fine_long, %

ch_fine_borrow money, %

ch_fine_borrow security, %

Group_name

1138

COSCO SHIPPING Energy Transportation Co., Ltd.

CNE1000002S8

22.00

25.00

7

3

13

7.5

3.25

6.5

7

753

Air China Limited

CNE1000001S0

100.00

100.00

7

3

13

7.5

3.25

6.5

7

322

Tingyi (Cayman Islands) Holding Corp.

KYG8878S1030

11.00

13.00

7

3

13

7.5

3.25

6.5

7

6886

Huatai Securities Co., Ltd.

CNE100001YQ9

14.00

17.00

7

3

13

7.5

3.25

6.5

7

9926

Akeso, Inc.

KYG0146B1032

100.00

100.00

7

3

13

7.5

3.25

6.5

7

1548

Genscript Biotech Corporation

KYG3825B1059

100.00

100.00

7

3

13

7.5

3.25

6.5

7

3900

Greentown China Holdings Limited

KYG4100M1050

25.00

28.00

7

3

13

7.5

3.25

6.5

7

285

BYD Electronic (International) Company Limited

HK0285041858

18.00

25.00

7

3

13

7.5

3.25

6.5

7

9922

Jiumaojiu International Holdings Limited

KYG5141L1059

21.00

24.00

7

3

13

7.5

3.25

6.5

7

6078

Hygeia Healthcare Holding Co., Limited

KYG4712E1035

18.00

26.00

7

3

13

7.5

3.25

6.5

7

390

China Railway Group Limited

CNE1000007Z2

17.00

19.00

7

3

13

7.5

3.25

6.5

7

1816

CGN Power Co, Ltd.

CNE100001T80

9.00

13.00

7

3

13

7.5

3.25

6.5

7

1209

China Resources Mixc Lifestyle Services Limited

KYG2122G1064

20.00

24.00

7

3

13

7.5

3.25

6.5

7

1877

Shanghai Junshi Biosciences Co., Ltd.

CNE100003FF7

30.00

33.00

7

3

13

7.5

3.25

6.5

7

1988

China Minsheng Banking Corp., Ltd.

CNE100000HF9

12.00

13.00

7

3

13

7.5

3.25

6.5

7

6837

Haitong Securities Co., Ltd.

CNE1000019K9

11.00

18.00

7

3

13

7.5

3.25

6.5

7

2252

Shanghai MicroPort MedBot (Group) Co., Ltd.

CNE100004QP1

28.00

33.00

7

3

13

7.5

3.25

6.5

7

1359

China Cinda Asset Management Co., Ltd.

CNE100001QS1

12.00

13.00

7

3

13

7.5

3.25

6.5

7

2208

GOLDWIND SCIENCE&TECHNOLOGY CO., LTD.

CNE100000PP1

20.00

26.00

7

3

13

7.5

3.25

6.5

7

956

China Suntien Green Energy Corporation Limited

CNE100000TW9

13.00

21.00

7

3

13

7.5

3.25

6.5

7

489

Dongfeng Motor Group Company Limited

CNE100000312

14.00

17.00

7

3

13

7.5

3.25

6.5

7

6869

Yangtze Optical Fibre and Cable Joint Stock Limited Company

CNE100001T72

15.00

19.00

7

3

13

7.5

3.25

6.5

7

763

ZTE Corporation

CNE1000004Y2

15.00

21.00

7

3

13

7.5

3.25

6.5

7

3606

Fuyao Glass Industry Group Co., Ltd.

CNE100001TR7

11.00

17.00

7

3

13

7.5

3.25

6.5

7

3759

Pharmaron Beijing Co., Ltd.

CNE100003PG4

21.00

23.00

7

3

13

7.5

3.25

6.5

7

3993

CMOC Group Limited

CNE100000114

17.00

22.00

7

3

13

7.5

3.25

6.5

7

1818

Zhaojin Mining Industry Company Limited

CNE1000004R6

20.00

22.00

7

3

13

7.5

3.25

6.5

7

1339

The People’s Insurance Company (Group) of China Limited

CNE100001MK7

9.00

13.00

7

3

13

7.5

3.25

6.5

7

3328

Bank of Communications Co., Ltd

CNE100000205

9.00

11.00

7

3

13

7.5

3.25

6.5

7

3347

Hangzhou Tigermed Consulting Co., Ltd.

CNE1000040M1

17.00

18.00

7

3

13

7.5

3.25

6.5

7

6060

ZhongAn Online P & C Insurance Co., Ltd.

CNE100002QY7

21.00

29.00

7

3

13

7.5

3.25

6.5

7

6049

Poly Property Services Co., Ltd.

CNE100003PV3

18.00

21.00

7

3

13

7.5

3.25

6.5

7

1072

Dongfang Electric Corporation Limited

CNE100000304

20.00

25.00

7

3

13

7.5

3.25

6.5

7

1766

CRRC Corporation Limited

CNE100000BG0

14.00

22.00

7

3

13

7.5

3.25

6.5

7

1797

East Buy Holding Limited

KYG5313A1013

33.00

64.00

7

3

13

7.5

3.25

6.5

7

9961

Trip.com Group Limited

KYG9066F1019

21.00

28.00

7

3

13

7.5

3.25

6.5

7

1211

BYD Company Limited

CNE100000296

15.00

20.00

7

3

13

7.5

3.25

6.5

7


Все новости