29.09.2021 16:37
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 | ||
| PGR-RM | 35% | 77% | 05.10.2021 - 07.10.2021 |
| ABBV-RM | 35% | 77% | 13.10.2021 - 15.10.2021 |
| ABT-RM | 35% | 77% | 13.10.2021 - 15.10.2021 |
| FCX-RM | 35% | 77% | 13.10.2021 - 15.10.2021 |
| J-RM | 35% | 77% | 13.10.2021 - 15.10.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| PGR-RM | 0.2 | 0.2 | 01.10.2021 - 05.10.2021 |
| ABBV-RM | 0.2 | 0.2 | 08.10.2021 - 13.10.2021 |
| ABT-RM | 0.2 | 0.2 | 08.10.2021 - 13.10.2021 |
| FCX-RM | 0.2 | 0.2 | 08.10.2021 - 13.10.2021 |
| J-RM | 0.2 | 0.2 | 08.10.2021 - 13.10.2021 |