The following risk parameters will be changed:
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| AMGN-RM | 35% | 77% | 13.08.2021 - 17.08.2021 |
| CVX-RM | 35% | 77% | 17.08.2021 - 19.08.2021 |
| HSY-RM | 35% | 77% | 18.08.2021 - 20.08.2021 |
| MSFT-RM | 35% | 77% | 17.08.2021 - 19.08.2021 |
| RTX-RM | 35% | 77% | 18.08.2021 - 20.08.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| AMGN-RM | 0.2 | 0.2 | 11.08.2021 - 13.08.2021 |
| CVX-RM | 0.2 | 0.2 | 13.08.2021 - 17.08.2021 |
| HSY-RM | 0.2 | 0.2 | 16.08.2021 - 18.08.2021 |
| MSFT-RM | 0.2 | 0.2 | 13.08.2021 - 17.08.2021 |
| RTX-RM | 0.2 | 0.2 | 16.08.2021 - 18.08.2021 |
