18.12.2020 15:10
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 |
|---|---|---|---|
| BMY-RM | 35% | 77% | 29.12.2020 - 04.01.2021 |
| CSCO-RM | 35% | 77% | 30.12.2020 - 05.01.2021 |
| DSKY | 35% | 77% | 24.12.2020 - 28.12.2020 |
| GMKN | 35% | 77% | 22.12.2020 - 24.12.2020 |
| MA-RM | 35% | 77% | 05.01.2021 - 08.01.2021 |
| PHOR | 35% | 77% | 23.12.2020 - 25.12.2020 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| BMY-RM | 0.2 | 0.2 | 23.12.2020 - 04.01.2021 |
| CSCO-RM | 0.2 | 0.2 | 24.12.2020 - 05.01.2021 |
| MA-RM | 0.2 | 0.2 | 29.12.2020 - 08.01.2021 |