27.09.2021 16:01
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 | ||
| CPB-RM | 35% | 77% | 05.10.2021 - 07.10.2021 |
| CSCO-RM | 35% | 77% | 01.10.2021 - 05.10.2021 |
| T-RM | 35% | 77% | 06.10.2021 - 08.10.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| CPB-RM | 0.2 | 0.2 | 01.10.2021 - 05.10.2021 |
| CSCO-RM | 0.2 | 0.2 | 29.09.2021 - 01.10.2021 |
| T-RM | 0.2 | 0.2 | 04.10.2021 - 06.10.2021 |