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31.03.2021 19:41

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
GCHE 35% 77% 01.04.2021 - 05.04.2021
LSRG 35% 77% 02.04.2021 - 06.04.2021
MOEX 35% 77% 01.04.2021 - 05.04.2021
NLMK 35% 77% 01.04.2021 - 05.04.2021
T-RM 35% 77% 07.04.2021 - 09.04.2021

 

Ticker Rcl_max Rch_max New value effective for
T-RM 0.2 0.2 01.04.2021 - 07.04.2021

 

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