01.03.2021 14:15
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 |
|---|---|---|---|
| GILD-RM | 35% | 77% | 11.03.2021 - 15.03.2021 |
| HD-RM | 35% | 77% | 09.03.2021 - 11.03.2021 |
| KO-RM | 35% | 77% | 11.03.2021 - 15.03.2021 |
| MRK-RM | 35% | 77% | 11.03.2021 - 15.03.2021 |
| NVDA-RM | 35% | 77% | 05.03.2021 - 10.03.2021 |
| UNH-RM | 35% | 77% | 11.03.2021 - 15.03.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| GILD-RM | 0.2 | 0.2 | 05.03.2021 - 15.03.2021 |
| HD-RM | 0.2 | 0.2 | 03.03.2021 - 11.03.2021 |
| KO-RM | 0.2 | 0.2 | 05.03.2021 - 15.03.2021 |
| MRK-RM | 0.2 | 0.2 | 05.03.2021 - 15.03.2021 |
| NVDA-RM | 0.2 | 0.2 | 02.03.2021 - 10.03.2021 |
| UNH-RM | 0.2 | 0.2 | 05.03.2021 - 15.03.2021 |