14.01.2021 15:21
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 |
|---|---|---|---|
| PFE-RM | 35% | 77% | 27.01.2021 - 29.01.2021 |
| PG-RM | 35% | 77% | 20.01.2021 - 22.01.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| PFE-RM | 0.2 | 0.2 | 22.01.2021 - 29.01.2021 |
| PG-RM | 0.2 | 0.2 | 15.01.2021 - 22.01.2021 |