27.05.2021 09:46
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 |
---|---|---|---|
AFLT | 35% | 77% | 01.06.2021 - 03.06.2021 |
HPQ-RM | 35% | 77% | 07.06.2021 - 09.06.2021 |
VNT-RM | 35% | 77% | 01.06.2021 - 03.06.2021 |
Ticker | Rcl_max | Rch_max | New value effective for |
---|---|---|---|
HPQ-RM | 0.2 | 0.2 | 28.05.2021 - 07.06.2021 |
VNT-RM | 0.2 | 0.2 | 24.05.2021 - 01.06.2021 |