13.10.2021 16:33
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 | ||
| COP-RM | 35% | 77% | 26.10.2021 - 28.10.2021 |
| LI-RM | 35% | 77% | 13.10.2021 - 13.10.2021 |
| SGZH | 35% | 77% | 14.10.2021 - 18.10.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| COP-RM | 0.2 | 0.2 | 22.10.2021 - 26.10.2021 |