24.09.2020 13:22
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market for HeadHunter Group DRs (ticker HHRU) starting from September 25, 2020:
| Ticker | Description | Ban on short selling | Eligible as collateral | New market risk rates | New concentration limits | Scenarios for stress collateral calculation | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | 1st level | 2nd level | Scen_UP | Scen_DOWN | ||||
| HHRU | HeadHunter Group PLC | No | No | 50% | 71% | 95% | 15 800 | 79 000 | 10% | 10% |