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 |