03.08.2021 12:31
Risk Parameters Change for the Securities
The following risk parameters will be changed:
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| BKR-RM | 35% | 77% | 06.08.2021 - 10.08.2021 |
| CF-RM | 35% | 77% | 12.08.2021 - 16.08.2021 |
| HON-RM | 35% | 77% | 11.08.2021 - 13.08.2021 |
| MPC-RM | 35% | 77% | 16.08.2021 - 18.08.2021 |
| MRO-RM | 35% | 77% | 16.08.2021 - 18.08.2021 |
| PCAR-RM | 35% | 77% | 16.08.2021 - 18.08.2021 |
| PSX-RM | 35% | 77% | 16.08.2021 - 18.08.2021 |
| SMLT | 35% | 77% | 05.08.2021 - 09.08.2021 |
| TGT-RM | 35% | 77% | 16.08.2021 - 18.08.2021 |
| XOM-RM | 35% | 77% | 11.08.2021 - 13.08.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| BKR-RM | 0.2 | 0.2 | 04.08.2021 - 06.08.2021 |
| CF-RM | 0.2 | 0.2 | 10.08.2021 - 12.08.2021 |
| HON-RM | 0.2 | 0.2 | 09.08.2021 - 11.08.2021 |
| MPC-RM | 0.2 | 0.2 | 12.08.2021 - 16.08.2021 |
| MRO-RM | 0.2 | 0.2 | 12.08.2021 - 16.08.2021 |
| PCAR-RM | 0.2 | 0.2 | 12.08.2021 - 16.08.2021 |
| PSX-RM | 0.2 | 0.2 | 12.08.2021 - 16.08.2021 |
| TGT-RM | 0.2 | 0.2 | 12.08.2021 - 16.08.2021 |
| XOM-RM | 0.2 | 0.2 | 09.08.2021 - 11.08.2021 |