According to clarifying previously published news https://www.nationalclearingcentre.com/catalog/5701/13304 for HRL-RM, the following risk parameters will be changed:
Ticker
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
New value effective for
Current value
New value
HRL-RM
35%
77%
13.01.2022 - 18.01.2022
Rcl_max
Rch_max
0.2
11.01.2022 - 13.01.2022
