24.12.2020 17:42
Risk Parameters Change for the Securities
The following risk parameters will be changed:
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
| Ticker | Current value | New value | New value effective for |
|---|---|---|---|
| NLMK | 35% | 77% | 25.12.2020 - 29.12.2020 |
| SIBN | 35% | 77% | 25.12.2020 - 29.12.2020 |
| T-RM | 35% | 77% | 06.01.2021 - 11.01.2021 |
| Ticker | x_pr | New value effective for |
|---|---|---|
| NLMK | 1.50 | 25.12.2020 - 29.12.2020 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| T-RM | 0.2 | 0.2 | 30.12.2020 - 11.01.2021 |