25.05.2021 18:45
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 |
|---|---|---|---|
| ANTM-RM | 35% | 77% | 08.06.2021 - 10.06.2021 |
| MCD-RM | 35% | 77% | 27.05.2021 - 01.06.2021 |
| OXY-RM | 35% | 77% | 08.06.2021 - 10.06.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| ANTM-RM | 0.2 | 0.2 | 01.06.2021 - 08.06.2021 |
| MCD-RM | 0.2 | 0.2 | 26.05.2021 - 27.05.2021 |
| OXY-RM | 0.2 | 0.2 | 01.06.2021 - 08.06.2021 |