20.09.2021 18:53
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 | ||
| CMCSA-RM | 35% | 77% | 04.10.2021 - 06.10.2021 |
| GPS-RM | 35% | 77% | 04.10.2021 - 06.10.2021 |
| PM-RM | 35% | 77% | 27.09.2021 - 29.09.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| CMCSA-RM | 0.2 | 0.2 | 30.09.2021 - 04.10.2021 |
| GPS-RM | 0.2 | 0.2 | 30.09.2021 - 04.10.2021 |
| PM-RM | 0.2 | 0.2 | 23.09.2021 - 27.09.2021 |