26.01.2022 16:59
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 | ||
| PBCT-RM | 35% | 77% | 28.01.2022 – 01.02.2022 |
| ETRN-RM | 35% | 77% | 01.01.2022 – 03.02.2022 |
| SJM-RM | 35% | 77% | 09.02.2022 – 11.02.2022 |
| SBUX-RM | 35% | 77% | 09.02.2022 – 11.02.2022 |
| Ticker | PcL_max | PcH_max | New value effective for |
|---|---|---|---|
| PBCT-RM | 0.2 | 0.2 | 27.01.2022 – 28.01.2022 |
| ETRN-RM | 0.2 | 0.2 | 28.01.2022 |