CCP NCC sets the following risk parameters on Securities market for Globaltrans Investment PLC (ticker GLTR) starting from October 28, 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 | ||||
GLTR | Globaltrans Investment PLC | No | No | 35% | 55% | 78% | 22 500 | 112 500 | 10% | 10% |