06.04.2021 17:53
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 |
|---|---|---|---|
| ABBV-RM | 35% | 77% | 13.04.2021 - 15.04.2021 |
| ABT-RM | 35% | 77% | 13.04.2021 - 15.04.2021 |
| ATVI-RM | 35% | 77% | 13.04.2021 - 15.04.2021 |
| CL-RM | 35% | 77% | 19.04.2021 - 21.04.2021 |
| FCX-RM | 35% | 77% | 13.04.2021 - 15.04.2021 |
| LOW-RM | 35% | 77% | 19.04.2021 - 21.04.2021 |
| MVID | 35% | 77% | 09.04.2021 - 13.04.2021 |
| PIKK | 35% | 77% | 08.04.2021 - 12.04.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| ABBV-RM | 0.2 | 0.2 | 07.04.2021 - 13.04.2021 |
| ABT-RM | 0.2 | 0.2 | 07.04.2021 - 13.04.2021 |
| ATVI-RM | 0.2 | 0.2 | 07.04.2021 - 13.04.2021 |
| CL-RM | 0.2 | 0.2 | 12.04.2021 - 19.04.2021 |
| FCX-RM | 0.2 | 0.2 | 07.04.2021 - 13.04.2021 |
| LOW-RM | 0.2 | 0.2 | 12.04.2021 - 19.04.2021 |