27.07.2021 13:53
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 | ||
| SBUX-RM | 35% | 77% | 10.08.2021 - 12.08.2021 |
| SCCO-RM | 35% | 77% | 10.08.2021 - 12.08.2021 |
| SGZH | 35% | 77% | 29.07.2021 - 02.08.2021 |
| TJX-RM | 35% | 77% | 10.08.2021 - 12.08.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| SBUX-RM | 0.2 | 0.2 | 06.08.2021 - 10.08.2021 |
| SCCO-RM | 0.2 | 0.2 | 06.08.2021 - 10.08.2021 |
| TJX-RM | 0.2 | 0.2 | 06.08.2021 - 10.08.2021 |