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National Settlement Depository (NSD) is the central securities depository of the Russian Federation
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01.02.2021 16:58

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
AAPL-RM 35% 77% 04.02.2021 - 08.02.2021
IBM-RM 35% 77% 08.02.2021 - 10.02.2021
PIKK 35% 77% 03.02.2021 - 05.02.2021
XOM-RM 35% 77% 08.02.2021 - 10.02.2021

 

Ticker Rcl_max Rch_max New value effective for
AAPL-RM 0.2 0.2 02.02.2021 - 08.02.2021
IBM-RM 0.2 0.2 03.02.2021 - 10.02.2021
XOM-RM 0.2 0.2 03.02.2021 - 10.02.2021
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