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
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