16.08.2021 17:33
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 | ||
DOW-RM | 35% | 77% | 27.08.2021 - 31.08.2021 |
NOC-RM | 35% | 77% | 26.08.2021 - 30.08.2021 |
OGN-RM | 35% | 77% | 19.08.2021 - 23.08.2021 |
EA-RM | 35% | 77% | 30.08.2021 - 01.09.2021 |
EBAY-RM | 35% | 77% | 30.08.2021 - 01.09.2021 |
FOX-RM | 35% | 77% | 30.08.2021 - 01.09.2021 |
GS-RM | 35% | 77% | 30.08.2021 - 01.09.2021 |
K-RM | 35% | 77% | 30.08.2021 - 01.09.2021 |
KHC-RM | 35% | 77% | 30.08.2021 - 01.09.2021 |
LMT-RM | 35% | 77% | 30.08.2021 - 01.09.2021 |
MCD-RM | 35% | 77% | 30.08.2021 - 01.09.2021 |
TSN-RM | 35% | 77% | 30.08.2021 - 01.09.2021 |
Ticker | Rcl_max | Rch_max | New value effective for |
---|---|---|---|
DOW-RM | 0.2 | 0.2 | 25.08.2021 - 27.08.2021 |
NOC-RM | 0.2 | 0.2 | 24.08.2021 - 26.08.2021 |
OGN-RM | 0.2 | 0.2 | 17.08.2021 - 19.08.2021 |
EA-RM | 0.2 | 0.2 | 26.08.2021 - 30.08.2021 |
EBAY-RM | 0.2 | 0.2 | 26.08.2021 - 30.08.2021 |
FOX-RM | 0.2 | 0.2 | 26.08.2021 - 30.08.2021 |
GS-RM | 0.2 | 0.2 | 26.08.2021 - 30.08.2021 |
K-RM | 0.2 | 0.2 | 26.08.2021 - 30.08.2021 |
KHC-RM | 0.2 | 0.2 | 26.08.2021 - 30.08.2021 |
LMT-RM | 0.2 | 0.2 | 26.08.2021 - 30.08.2021 |
MCD-RM | 0.2 | 0.2 | 26.08.2021 - 30.08.2021 |
TSN-RM | 0.2 | 0.2 | 26.08.2021 - 30.08.2021 |