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21.01.2022 17:04

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
AOS-RM 35% 77% 27.01.2022 - 31.01.2022
AWK-RM 35% 77% 04.02.2022 - 08.02.2022
CFG-RM 35% 77% 27.01.2022 - 31.01.2022
FAST-RM 35% 77% 31.01.2022 - 02.02.2022
KMI-RM 35% 77% 27.01.2022 - 31.01.2022
MET-RM 35% 77% 04.02.2022 - 08.02.2022
MS-RM 35% 77% 27.01.2022 - 31.01.2022
OKE-RM 35% 77% 27.01.2022 - 31.01.2022
PCAR-RM 35% 77% 04.02.2022 - 08.02.2022

 

Ticker PcL_max PcH_max New value effective for
AOS-RM 0.2 0.2 25.01.2022 - 27.01.2022
AWK-RM 0.2 0.2 02.02.2022 - 04.02.2022
CFG-RM 0.2 0.2 25.01.2022 - 27.01.2022
FAST-RM 0.2 0.2 27.01.2022 - 31.01.2022
KMI-RM 0.2 0.2 25.01.2022 - 27.01.2022
MET-RM 0.2 0.2 02.02.2022 - 04.02.2022
MS-RM 0.2 0.2 25.01.2022 - 27.01.2022
OKE-RM 0.2 0.2 25.01.2022 - 27.01.2022
PCAR-RM 0.2 0.2 02.02.2022 - 04.02.2022
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