14.01.2022 19:32
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 | ||
| PG-RM | 35% | 77% | 19.01.2022-21.01.2022 |
| AES-RM | 35% | 77% | 28.01.2022-01.02.2022 |
| ALLY-RM | 35% | 77% | 28.01.2022-01.02.2022 |
| HAS-RM | 35% | 77% | 28.01.2022-01.02.2022 |
| HHRU | 35% | 77% | 20.01.2022-24.01.2022 |
| CL-RM | 35% | 77% | 20.01.2022-24.01.2022 |
| LEN-RM | 35% | 77% | 25.01.2022-27.01.2022 |
| MMC-RM | 35% | 77% | 25.01.2022-27.01.2022 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| PG-RM | 0.2 | 0.2 | 17.01.2022 - 19.01.2022 |
| AES-RM | 0.2 | 0.2 | 26.01.2022 - 28.01.2022 |
| ALLY-RM | 0.2 | 0.2 | 26.01.2022 - 28.01.2022 |
| HAS-RM | 0.2 | 0.2 | 26.01.2022 - 28.01.2022 |
| CL-RM | 0.2 | 0.2 | 18.01.2022 - 20.01.2022 |
| LEN-RM | 0.2 | 0.2 | 21.01.2022 - 25.01.2022 |
| MMC-RM | 0.2 | 0.2 | 21.01.2022 - 25.01.2022 |