31.08.2021 16:03
Risk Parameters Change for the Securities
The following risk parameters will be changed:
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
---|---|---|---|
Current value | New value | ||
ALRS | 35% | 77% | 02.09.2021 - 06.09.2021 |
WU-RM | 35% | 77% | 14.09.2021 - 16.09.2021 |
Ticker | Rcl_max | Rch_max | New value effective for |
---|---|---|---|
WU-RM | 0.2 | 0.2 | 10.09.2021 - 14.09.2021 |
BFB-RM | 0.2 | 0.2 | 01.09.2021 |
GPC-RM | 0.2 | 0.2 | 01.09.2021 |
RF-RM | 0.2 | 0.2 | 01.09.2021 |