20.01.2022 18:17
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 | ||
| BK-RM | 35% | 77% | 27.01.2022-31.01.2022 |
| PAYX-RM | 35% | 77% | 27.01.2022-31.01.2022 |
| C-RM | 35% | 77% | 03.02.2022-07.02.2022 |
| FE-RM | 35% | 77% | 03.02.2022-07.02.2022 |
| Ticker | PcL_max | PcH_max | New value effective for |
|---|---|---|---|
| BK-RM | 0.2 | 0.2 | 25.01.2022 - 27.01.2022 |
| PAYX-RM | 0.2 | 0.2 | 25.01.2022 - 27.01.2022 |
| C-RM | 0.2 | 0.2 | 01.02.2022 - 03.02.2022 |
| FE-RM | 0.2 | 0.2 | 01.02.2022 - 03.02.2022 |