05.10.2021 19:36
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 | ||
CL-RM | 35% | 77% | 19.10.2021 - 21.10.2021 |
Ticker | Rcl_max | Rch_max | New value effective for |
---|---|---|---|
CL-RM | 0.2 | 0.2 | 15.10.2021 - 19.10.2021 |