31.03.2021 19:41
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 |
|---|---|---|---|
| GCHE | 35% | 77% | 01.04.2021 - 05.04.2021 |
| LSRG | 35% | 77% | 02.04.2021 - 06.04.2021 |
| MOEX | 35% | 77% | 01.04.2021 - 05.04.2021 |
| NLMK | 35% | 77% | 01.04.2021 - 05.04.2021 |
| T-RM | 35% | 77% | 07.04.2021 - 09.04.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| T-RM | 0.2 | 0.2 | 01.04.2021 - 07.04.2021 |