19.10.2021 18:02
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 | ||
| AES-RM | 35% | 77% | 29.10.2021 - 02.11.2021 |
| FE-RM | 35% | 77% | 02.11.2021 - 04.11.2021 |
| HWM-RM | 35% | 77% | 02.11.2021 - 04.11.2021 |
| INTC-RM | 35% | 77% | 02.11.2021 - 04.11.2021 |
| NRG-RM | 35% | 77% | 28.10.2021 - 01.11.2021 |
| PFE-RM | 35% | 77% | 02.11.2021 - 04.11.2021 |
| UNM-RM | 35% | 77% | 27.10.2021 - 29.10.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| AES-RM | 0.2 | 0.2 | 27.10.2021 - 29.10.2021 |
| FE-RM | 0.2 | 0.2 | 29.10.2021 - 02.11.2021 |
| HWM-RM | 0.2 | 0.2 | 29.10.2021 - 02.11.2021 |
| INTC-RM | 0.2 | 0.2 | 29.10.2021 - 02.11.2021 |
| NRG-RM | 0.2 | 0.2 | 26.10.2021 - 28.10.2021 |
| PFE-RM | 0.2 | 0.2 | 29.10.2021 - 02.11.2021 |
| UNM-RM | 0.2 | 0.2 | 25.10.2021 - 27.10.2021 |