17.11.2021 16:06
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 | ||
| ANTM-RM | 35% | 77% | 01.12.2021 –03.12.2021 |
| AJG-RM | 35% | 77% | 01.12.2021 –03.12.2021 |
| BAC-RM | 35% | 77% | 01.12.2021 –03.12.2021 |
| D-RM | 35% | 77% | 01.12.2021 –03.12.2021 |
| GPC-RM | 35% | 77% | 01.12.2021 –03.12.2021 |
| TAP-RM | 35% | 77% | 01.12.2021 –03.12.2021 |
| RF-RM | 35% | 77% | 01.12.2021 –03.12.2021 |
| SEE-RM | 35% | 77% | 01.12.2021 –03.12.2021 |
| TPR-RM | 35% | 77% | 01.12.2021 –03.12.2021 |