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30 December 2022
Risk Parameters Change for the Securities
The following risk parameters will be changed:
Ticker
IR risk (downward scenario) -
SEC
Δ_1 (Y0/Y1)
New value effective for
Current value
New value
VTBR
35%
77%
04.01.2023 - 06.01.2023
TATN
35%
77%
06.01.2023 - 10.01.2023
TATNP
35%
77%
06.01.2023 - 10.01.2023
