apalancamiento esma

Move of DarwinIA allocations to new risk DARWINs

Next Monday  29 June 2020 13:00 we will move DarwinIA allocations from the DARWINs of VaR 10% to those of VaR 6.5%.

For this move, it’s necessary to take into account the PnL of the allocation. That is, if a DARWIN of VaR 10% had an allocation of 20,000 and PnL of 1,000, what it will have after the migration to VaR 6.5% will be

(20000 + 1000) * 10/6.5

If it were a loss instead of a gain, it would be subtracted.

On July 1st the new DarwinIA prizes will be allocated to the 6.5% VaR DARWINs.