20.07.2021 19:15
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 | ||
| MS-RM | 35% | 77% | 28.07.2021 - 30.07.2021 |
| TXN-RM | 35% | 77% | 22.07.2021 - 26.07.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| MS-RM | 0.2 | 0.2 | 26.07.2021 - 28.07.2021 |
| TXN-RM | 0.2 | 0.2 | 21.07.2021 - 22.07.2021 |