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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
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17.08.2021
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