According to clarifying previously published news https://www.nationalclearingcentre.com/catalog/5701/14645, the following risk parameters will be changed:
Ticker
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
New value effective for
Current value
New value
BAX-RM
35%
77%
23.02.2022 - 25.02.2022
WHR-RM
MTB-RM
24.02.2022 - 28.02.2022