Risk management

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	Publish moment

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Risk parameter	Value
b	10%
fine_debt	EUR: 5% USD: 7% GBP: 7% RUB: 25% KZT: 24%
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	0.2
RiskLimit	1.65 million US dollars
ConcntrLimit	100%
Repo rate set for the settlement of undue fulfilment of obligations	0%

Group_name	Description	RM_start	RM_end	SP_source
common	American securities	17:30 ALMT	02:00 ALMT	US_Market
6	ETF	17:30 ALMT	02:00 ALMT	US_Market