18.05.2021 19:50
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 |
|---|---|---|---|
| BKR-RM | 35% | 77% | 21.05.2021 - 25.05.2021 |
| NEM-RM | 35% | 77% | 01.06.2021 - 03.06.2021 |
| QCOM-RM | 35% | 77% | 01.06.2021 - 03.06.2021 |
| TGKA | 35% | 77% | 20.05.2021 - 24.05.2021 |
| UNP-RM | 35% | 77% | 26.05.2021 - 28.05.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| BKR-RM | 0.2 | 0.2 | 14.05.2021 - 21.05.2021 |
| NEM-RM | 0.2 | 0.2 | 24.05.2021 - 01.06.2021 |
| QCOM-RM | 0.2 | 0.2 | 24.05.2021 - 01.06.2021 |
| UNP-RM | 0.2 | 0.2 | 19.05.2021 - 26.05.2021 |