18.10.2021 18:35
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 | ||
| AA-RM | 35% | 77% | 27.10.2021 - 29.10.2021 |
| CARR-RM | 35% | 77% | 27.10.2021 - 29.10.2021 |
| COST-RM | 35% | 77% | 27.10.2021 - 29.10.2021 |
| MS-RM | 35% | 77% | 27.10.2021 - 29.10.2021 |
| PAYX-RM | 35% | 77% | 28.10.2021 - 01.11.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| AA-RM | 0.2 | 0.2 | 25.10.2021 - 27.10.2021 |
| CARR-RM | 0.2 | 0.2 | 25.10.2021 - 27.10.2021 |
| COST-RM | 0.2 | 0.2 | 25.10.2021 - 27.10.2021 |
| MS-RM | 0.2 | 0.2 | 25.10.2021 - 27.10.2021 |
| PAYX-RM | 0.2 | 0.2 | 26.10.2021 - 28.10.2021 |