06.08.2021 17:19

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
JNJ-RM 35% 77% 20.08.2021 - 24.08.2021
MAGN 35% 77% 12.08.2021 - 16.08.2021
EMR-RM 35% 77% 11.08.2021 - 13.08.2021

 

Ticker Rcl_max Rch_max New value effective for
JNJ-RM 0.2 0.2 18.08.2021 - 20.08.2021
EMR-RM 0.2 0.2 09.08.2021 - 11.08.2021
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