29.06.2021 18:55
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 | ||
| ABBV-RM | 35% | 77% | 13.07.2021 - 15.07.2021 |
| ABT-RM | 35% | 77% | 13.07.2021 - 15.07.2021 |
| FCX-RM | 35% | 77% | 13.07.2021 - 15.07.2021 |
| ORCL-RM | 35% | 77% | 13.07.2021 - 15.07.2021 |
| T-RM | 35% | 77% | 07.07.2021 - 09.07.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| ABBV-RM | 0.2 | 0.2 | 09.07.2021 - 13.07.2021 |
| ABT-RM | 0.2 | 0.2 | 09.07.2021 - 13.07.2021 |
| FCX-RM | 0.2 | 0.2 | 09.07.2021 - 13.07.2021 |
| ORCL-RM | 0.2 | 0.2 | 09.07.2021 - 13.07.2021 |
| T-RM | 0.2 | 0.2 | 02.07.2021 - 07.07.2021 |