28.07.2021 17:16
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 | ||
| KR-RM | 35% | 77% | 11.08.2021 - 13.08.2021 |
| LLY-RM | 35% | 77% | 11.08.2021 - 13.08.2021 |
| SCHW-RM | 35% | 77% | 11.08.2021 - 13.08.2021 |
| WMT-RM | 35% | 77% | 11.08.2021 - 13.08.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| KR-RM | 0.2 | 0.2 | 09.08.2021 - 11.08.2021 |
| LLY-RM | 0.2 | 0.2 | 09.08.2021 - 11.08.2021 |
| SCHW-RM | 0.2 | 0.2 | 09.08.2021 - 11.08.2021 |
| WMT-RM | 0.2 | 0.2 | 09.08.2021 - 11.08.2021 |