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
50%
71%
95%
15 800
79 000
10%