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 |