15.10.2021 17:49
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 | ||
| AOS-RM | 35% | 77% | 27.10.2021 - 29.10.2021 |
| CAG-RM | 35% | 77% | 28.10.2021 - 01.11.2021 |
| CAT-RM | 35% | 77% | 21.10.2021 - 25.10.2021 |
| FAST-RM | 35% | 77% | 22.10.2021 - 26.10.2021 |
| NI-RM | 35% | 77% | 27.10.2021 - 29.10.2021 |
| PG-RM | 35% | 77% | 20.10.2021 - 22.10.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| AOS-RM | 0.2 | 0.2 | 25.10.2021 - 27.10.2021 |
| CAG-RM | 0.2 | 0.2 | 26.10.2021 - 28.10.2021 |
| CAT-RM | 0.2 | 0.2 | 19.10.2021 - 21.10.2021 |
| FAST-RM | 0.2 | 0.2 | 20.10.2021 - 22.10.2021 |
| NI-RM | 0.2 | 0.2 | 25.10.2021 - 27.10.2021 |
| PG-RM | 0.2 | 0.2 | 18.10.2021 - 20.10.2021 |