20.08.2021 20:16
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 | ||
| BLK-RM | 35% | 77% | 02.09.2021 - 07.09.2021 |
| GCHE | 35% | 77% | 25.08.2021 - 27.08.2021 |
| HD-RM | 35% | 77% | 31.08.2021 - 02.09.2021 |
| LUMN-RM | 35% | 77% | 26.08.2021 - 30.08.2021 |
| MOS-RM | 35% | 77% | 31.08.2021 - 02.09.2021 |
| NVDA-RM | 35% | 77% | 30.08.2021 - 01.09.2021 |
| RASP | 35% | 77% | 26.08.2021 - 30.08.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| BLK-RM | 0.2 | 0.2 | 31.08.2021 - 02.09.2021 |
| HD-RM | 0.2 | 0.2 | 27.08.2021 - 31.08.2021 |
| LUMN-RM | 0.2 | 0.2 | 24.08.2021 - 26.08.2021 |
| MOS-RM | 0.2 | 0.2 | 27.08.2021 - 31.08.2021 |
| NVDA-RM | 0.2 | 0.2 | 26.08.2021 - 30.08.2021 |