28.10.2021 18:00
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 | ||
| AMGN-RM | 35% | 77% | 11.11.2021 – 16.11.2021 |
| CHMF | 35% | 77% | 03.11.2021 – 08.11.2021 |
| CTAS-RM | 35% | 77% | 10.11.2021 – 15.11.2021 |
| IBM-RM | 35% | 77% | 05.11.2021 – 10.11.2021 |
| LKOH | 35% | 77% | 03.11.2021 – 08.11.2021 |
| MSCI-RM | 35% | 77% | 09.11.2021 – 12.11.2021 |
| PCAR-RM | 35% | 77% | 11.11.2021 – 16.11.2021 |
| TFC-RM | 35% | 77% | 09.11.2021 – 12.11.2021 |
| VMC-RM | 35% | 77% | 11.11.2021 – 16.11.2021 |
| V-RM | 35% | 77% | 09.11.2021 – 12.11.2021 |
| WFC-RM | 35% | 77% | 02.11.2021 – 04.11.2021 |