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Moscow Exchange: Risk Parameters Change For The Securities
The following risk parameters will be changed:
IR risk (downward scenario) -
SEC
Δ_1 (Y0/Y1)
Ticker
Current value
New value
New value effective for
NLMK
35%
77%
25.12.2020 - 29.12.2020
SIBN
35%
77%
25.12.2020 - 29.12.2020
T-RM
35%
77%
06.01.2021 - 11.01.2021
Ticker
x_pr
New value effective for
NLMK
1.50
25.12.2020 - 29.12.2020
Ticker
Rcl_max
Rch_max
New value effective for
T-RM
0.2
0.2
30.12.2020 - 11.01.2021
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