25.03.2021 11:57
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 |
|---|---|---|---|
| KZOS | 35% | 77% | 26.03.2021 - 30.03.2021 |
| MA-RM | 35% | 77% | 07.04.2021 - 09.04.2021 |
| NVTK | 35% | 77% | 29.03.2021 - 31.03.2021 |
| ORCL-RM | 35% | 77% | 06.04.2021 - 08.04.2021 |
| VZ-RM | 35% | 77% | 07.04.2021 - 09.04.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| MA-RM | 0.2 | 0.2 | 02.04.2021 - 09.04.2021 |
| ORCL-RM | 0.2 | 0.2 | 01.04.2021 - 08.04.2021 |
| VZ-RM | 0.2 | 0.2 | 02.04.2021 - 09.04.2021 |