04.08.2021 14:14

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
AMGN-RM 35% 77% 13.08.2021 - 17.08.2021
CVX-RM 35% 77% 17.08.2021 - 19.08.2021
HSY-RM 35% 77% 18.08.2021 - 20.08.2021
MSFT-RM 35% 77% 17.08.2021 - 19.08.2021
RTX-RM 35% 77% 18.08.2021 - 20.08.2021

 

Ticker Rcl_max Rch_max New value effective for
AMGN-RM 0.2 0.2 11.08.2021 - 13.08.2021
CVX-RM 0.2 0.2 13.08.2021 - 17.08.2021
HSY-RM 0.2 0.2 16.08.2021 - 18.08.2021
MSFT-RM 0.2 0.2 13.08.2021 - 17.08.2021
RTX-RM 0.2 0.2 16.08.2021 - 18.08.2021
Contacts for media
+7 (495) 363-3232
Public Relations Department
Contacts for clients
+7 (495) 232-3363
Feedback form