The following risk parameters will be changed:
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| BAC-RM | 35% | 77% | 01.09.2021 - 03.09.2021 |
| CHRW-RM | 35% | 77% | 01.09.2021 - 03.09.2021 |
| FDX-RM | 35% | 77% | 01.09.2021 - 03.09.2021 |
| PEP-RM | 35% | 77% | 01.09.2021 - 03.09.2021 |
| QCOM-RM | 35% | 77% | 31.08.2021 - 02.09.2021 |
| VNT-RM | 35% | 77% | 31.08.2021 - 02.09.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| BAC-RM | 0.2 | 0.2 | 30.08.2021 - 01.09.2021 |
| CHRW-RM | 0.2 | 0.2 | 30.08.2021 - 01.09.2021 |
| FDX-RM | 0.2 | 0.2 | 30.08.2021 - 01.09.2021 |
| PEP-RM | 0.2 | 0.2 | 30.08.2021 - 01.09.2021 |
| QCOM-RM | 0.2 | 0.2 | 27.08.2021 - 31.08.2021 |
| VNT-RM | 0.2 | 0.2 | 27.08.2021 - 31.08.2021 |
