13.01.2022 20:03
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 | ||
CAG-RM | 35% | 77% | 27.01.2022-31.01.2022 |
F-RM | 35% | 77% | 27.01.2022-31.01.2022 |
Ticker | Rcl_max | Rch_max | New value effective for |
---|---|---|---|
CAG-RM | 0.2 | 0.2 | 25.01.2022 - 27.01.2022 |
F-RM | 0.2 | 0.2 | 25.01.2022 - 27.01.2022 |