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mssect52mssect
What's new
28.11.18
Risk Parameters Change for the Securities
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The following risk parameters will be changed:
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№
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Ticker
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Current IM rates
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New IM rates
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S_1_min
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S_2_min
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S_3_min
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S_1_min
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S_2_min
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S_3_min
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1
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CHMF
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17%
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23%
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36%
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21%
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27%
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40%
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IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
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Ticker
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Current value
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New value
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New value effective for
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CHMF
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35%
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77%
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30.11.2018 - 04.12.2018
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Ticker
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x_pr
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New value effective for
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CHMF
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1.62
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30.11.2018 - 04.12.2018
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Ticker
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w
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New value effective for
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CHMF
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0.08
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30.11.2018 - 04.12.2018
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