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23.09.2021 16:38

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
JPM-RM 35% 77% 04.10.2021 - 06.10.2021
LNC-RM 35% 77% 06.10.2021 - 08.10.2021
MA-RM 35% 77% 06.10.2021 - 08.10.2021

 

Ticker Rcl_max Rch_max New value effective for
JPM-RM 0.2 0.2 30.09.2021 - 04.10.2021
LNC-RM 0.2 0.2 04.10.2021 - 06.10.2021
MA-RM 0.2 0.2 04.10.2021 - 06.10.2021
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