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What's new


06.06.17


Risk Parameters Change for the Securities


The following risk parameters will be changed:

 

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

Ticker

Current value

New value

New value effective for

NLMK

35%

77%

09.06.2017 - 14.06.2017

 

 

Spot Risk Rates

 

Ticker

IM Rate, level 1  (S_1_min)

IM Rate, level 2  (S_2_min)

IM Rate, level 3 (S_3_min)

New values effective for

Current value

New value

Current value

New value

Current value

New value

NLMK

17%

21%

24%

28%

38%

42%

09.06.2017 - 14.06.2017