15.07.2021 17:51
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 | ||
| COP-RM | 35% | 77% | 22.07.2021 - 26.07.2021 |
| PG-RM | 35% | 77% | 21.07.2021 - 23.07.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| COP-RM | 0.2 | 0.2 | 20.07.2021 - 22.07.2021 |
| PG-RM | 0.2 | 0.2 | 19.07.2021 - 21.07.2021 |