17.05.2021 20:06
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 |
|---|---|---|---|
| EA-RM | 35% | 77% | 28.05.2021 - 02.06.2021 |
| UPS-RM | 35% | 77% | 20.05.2021 - 24.05.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| EA-RM | 0.2 | 0.2 | 21.05.2021 - 28.05.2021 |
| UPS-RM | 0.2 | 0.2 | 18.05.2021 - 20.05.2021 |