28.12.2021 18:36
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 | ||
| ABBV-RM | 35% | 77% | 12.01.2022 - 14.01.2022 |
| ABT-RM | 35% | 77% | 12.01.2022 - 14.01.2022 |
| EOG-RM | 35% | 77% | 12.01.2022 - 14.01.2022 |
| FCX-RM | 35% | 77% | 12.01.2022 - 14.01.2022 |
| GD-RM | 35% | 77% | 12.01.2022 - 14.01.2022 |
| IEX-RM | 35% | 77% | 12.01.2022 - 14.01.2022 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| AXP-RM | 0.2 | 0.2 | 29.12.2021 - 05.01.2022 |
| BMY-RM | 0.2 | 0.2 | 29.12.2021 - 05.01.2022 |
| CMCSA-RM | 0.2 | 0.2 | 29.12.2021 - 03.01.2022 |
| CPB-RM | 0.2 | 0.2 | 29.12.2021 - 04.01.2022 |
| CSCO-RM | 0.2 | 0.2 | 29.12.2021 - 03.01.2022 |
| DRI-RM | 0.2 | 0.2 | 29.12.2021 - 06.01.2022 |
| GIS-RM | 0.2 | 0.2 | 29.12.2021 - 06.01.2022 |
| GPS-RM | 0.2 | 0.2 | 29.12.2021 - 03.01.2022 |
| INTU-RM | 0.2 | 0.2 | 29.12.2021 - 06.01.2022 |
| JPM-RM | 0.2 | 0.2 | 29.12.2021 - 04.01.2022 |
| KDP-RM | 0.2 | 0.2 | 29.12.2021 - 04.01.2022 |
| LNC-RM | 0.2 | 0.2 | 29.12.2021 - 06.01.2022 |
| MA-RM | 0.2 | 0.2 | 29.12.2021 - 05.01.2022 |
| MRVL-RM | 0.2 | 0.2 | 29.12.2021 - 05.01.2022 |
| NTAP-RM | 0.2 | 0.2 | 29.12.2021 - 05.01.2022 |
| ORCL-RM | 0.2 | 0.2 | 29.12.2021 - 05.01.2022 |
| PGR-RM | 0.2 | 0.2 | 29.12.2021 - 05.01.2022 |
| ROP-RM | 0.2 | 0.2 | 29.12.2021 - 06.01.2022 |
| SYY-RM | 0.2 | 0.2 | 29.12.2021 - 05.01.2022 |
| T-RM | 0.2 | 0.2 | 29.12.2021 - 06.01.2022 |
| VZ-RM | 0.2 | 0.2 | 29.12.2021 - 06.01.2022 |
| ABBV-RM | 0.2 | 0.2 | 10.01.2022 - 12.01.2022 |
| ABT-RM | 0.2 | 0.2 | 10.01.2022 - 12.01.2022 |
| EOG-RM | 0.2 | 0.2 | 10.01.2022 - 12.01.2022 |
| FCX-RM | 0.2 | 0.2 | 10.01.2022 - 12.01.2022 |
| GD-RM | 0.2 | 0.2 | 10.01.2022 - 12.01.2022 |
| IEX-RM | 0.2 | 0.2 | 10.01.2022 - 12.01.2022 |