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04 May 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%
05.05.2022 - 06.05.2022
AFLT
35%
77%
05.05.2022 - 11.05.2022
BELU
35%
77%
06.05.2022 - 12.05.2022
