19.01.2022 18:11
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 | ||
| HWM-RM | 35% | 77% | 02.02.2022 - 04.02.2022 |
| LW-RM | 35% | 77% | 02.02.2022 - 04.02.2022 |
| Ticker | PcL_max | PcH_max | New value effective for |
|---|---|---|---|
| HWM-RM | 0.2 | 0.2 | 31.01.2022 - 02.02.2022 |
| LW-RM | 0.2 | 0.2 | 31.01.2022 - 02.02.2022 |