mssect52mssect

What's new


28.11.18


Risk Parameters Change for the Securities


The following risk parameters will be changed:

Ticker

Current IM rates

New IM rates

 

S_1_min

S_2_min

S_3_min

S_1_min

S_2_min

S_3_min

 
 

1

CHMF

17%

23%

36%

21%

27%

40%

 

 

 

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker

Current value

New value

New value effective for

CHMF

35%

77%

30.11.2018 - 04.12.2018

 

Ticker

x_pr

New value effective for

CHMF

1.62

30.11.2018 - 04.12.2018

 

 

Ticker

w

New value effective for

CHMF

0.08

30.11.2018 - 04.12.2018