12.03.2021 14:15
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 |
---|---|---|---|
WMT-RM | 35% | 77% | 17.03.2021 - 19.03.2021 |
Ticker | Rcl_max | Rch_max | New value effective for |
---|---|---|---|
WMT-RM | 0.2 | 0.2 | 15.03.2021 - 19.03.2021 |