27.01.2022 13:55
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 | ||
| NSC-RM | 35% | 77% | 02.02.2022 - 04.02.2022 |
| WFC-RM | 35% | 77% | 02.02.2022 - 04.02.2022 |
| ADM-RM | 35% | 77% | 04.02.2022 - 08.02.2022 |
| ROL-RM | 35% | 77% | 08.02.2022 - 10.02.2022 |
| TFC-RM | 35% | 77% | 09.02.2022 - 11.02.2022 |
| JEF-RM | 35% | 77% | 10.02.2022 - 14.02.2022 |
| WEC-RM | 35% | 77% | 10.02.2022 - 14.02.2022 |