15.12.2020 17:57
Risk Parameters Change for the Securities
The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
| Ticker | Current value | New value | New value effective for |
|---|---|---|---|
| AVGO-RM | 35% | 77% | 17.12.2020 - 21.12.2020 |
| GE-RM | 35% | 77% | 17.12.2020 - 21.12.2020 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| AVGO-RM | 0.2 | 0.2 | 16.12.2020 - 21.12.2020 |
| GE-RM | 0.2 | 0.2 | 16.12.2020 - 21.12.2020 |