10.08.2021 17:04
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 | ||
| AMAT-RM | 35% | 77% | 24.08.2021 - 26.08.2021 |
| SPGI-RM | 35% | 77% | 24.08.2021 - 26.08.2021 |
| UPS-RM | 35% | 77% | 19.08.2021 - 23.08.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| AMAT-RM | 0.2 | 0.2 | 20.08.2021 - 24.08.2021 |
| SPGI-RM | 0.2 | 0.2 | 20.08.2021 - 24.08.2021 |
| UPS-RM | 0.2 | 0.2 | 17.08.2021 - 19.08.2021 |