18.06.2021 17:15
Risk Parameters Change for the Securities
The following risk parameters will be changed:
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| CSCO-RM | 35% | 77% | 01.07.2021 - 06.07.2021 |
| DG-RM | 35% | 77% | 01.07.2021 - 06.07.2021 |
| POGR | 35% | 77% | 24.06.2021 - 28.06.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| CSCO-RM | 0.2 | 0.2 | 24.06.2021 - 01.07.2021 |
| DG-RM | 0.2 | 0.2 | 24.06.2021 - 01.07.2021 |