30.04.2021 19:19
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 |
---|---|---|---|
CVX-RM | 35% | 77% | 17.05.2021 - 19.05.2021 |
IBM-RM | 35% | 77% | 05.05.2021 - 07.05.2021 |
LSRG | 35% | 77% | 07.05.2021 - 11.05.2021 |
MAGN | 35% | 77% | 29.04.2021 - 04.05.2021 |
MPC-RM | 35% | 77% | 17.05.2021 - 19.05.2021 |
NLMK | 35% | 77% | 07.05.2021 - 11.05.2021 |
TGT-RM | 35% | 77% | 17.05.2021 - 19.05.2021 |
V-RM | 35% | 77% | 12.05.2021 - 14.05.2021 |
VTBR | 35% | 77% | 07.05.2021 - 11.05.2021 |
XOM-RM | 35% | 77% | 11.05.2021 - 13.05.2021 |
Ticker | x_pr | New value effective for |
---|---|---|
NLMK | 1.52 | 07.05.2021 - 11.05.2021 |
Ticker | Rcl_max | Rch_max | New value effective for |
---|---|---|---|
CVX-RM | 0.2 | 0.2 | 07.05.2021 - 17.05.2021 |
IBM-RM | 0.2 | 0.2 | 04.05.2021 - 06.05.2021 |
MPC-RM | 0.2 | 0.2 | 07.05.2021 - 17.05.2021 |
TGT-RM | 0.2 | 0.2 | 07.05.2021 - 17.05.2021 |
V-RM | 0.2 | 0.2 | 04.05.2021 - 12.05.2021 |
XOM-RM | 0.2 | 0.2 | 04.05.2021 - 11.05.2021 |