21.01.2022 17:04
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 | ||
AOS-RM | 35% | 77% | 27.01.2022 - 31.01.2022 |
AWK-RM | 35% | 77% | 04.02.2022 - 08.02.2022 |
CFG-RM | 35% | 77% | 27.01.2022 - 31.01.2022 |
FAST-RM | 35% | 77% | 31.01.2022 - 02.02.2022 |
KMI-RM | 35% | 77% | 27.01.2022 - 31.01.2022 |
MET-RM | 35% | 77% | 04.02.2022 - 08.02.2022 |
MS-RM | 35% | 77% | 27.01.2022 - 31.01.2022 |
OKE-RM | 35% | 77% | 27.01.2022 - 31.01.2022 |
PCAR-RM | 35% | 77% | 04.02.2022 - 08.02.2022 |
Ticker | PcL_max | PcH_max | New value effective for |
---|---|---|---|
AOS-RM | 0.2 | 0.2 | 25.01.2022 - 27.01.2022 |
AWK-RM | 0.2 | 0.2 | 02.02.2022 - 04.02.2022 |
CFG-RM | 0.2 | 0.2 | 25.01.2022 - 27.01.2022 |
FAST-RM | 0.2 | 0.2 | 27.01.2022 - 31.01.2022 |
KMI-RM | 0.2 | 0.2 | 25.01.2022 - 27.01.2022 |
MET-RM | 0.2 | 0.2 | 02.02.2022 - 04.02.2022 |
MS-RM | 0.2 | 0.2 | 25.01.2022 - 27.01.2022 |
OKE-RM | 0.2 | 0.2 | 25.01.2022 - 27.01.2022 |
PCAR-RM | 0.2 | 0.2 | 02.02.2022 - 04.02.2022 |