Русский RU
22.03.2021 19:44

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
BMY-RM 35% 77% 30.03.2021 - 01.04.2021
CMCSA-RM 35% 77% 05.04.2021 - 07.04.2021
CSCO-RM 35% 77% 02.04.2021 - 06.04.2021
GPS-RM 35% 77% 05.04.2021 - 07.04.2021
SBER 35% 77% 26.03.2021 - 30.03.2021

 

Ticker Rcl_max Rch_max New value effective for
BMY-RM 0.2 0.2 25.03.2021 - 01.04.2021
CMCSA-RM 0.2 0.2 31.03.2021 - 07.04.2021
CSCO-RM 0.2 0.2 30.03.2021 - 06.04.2021
GPS-RM 0.2 0.2 31.03.2021 - 07.04.2021
Contacts for media
+7 (495) 363-3232
Public Relations Department
Contacts for clients
+7 (495) 232-3363
Feedback form