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The following risk parameters will be changed:
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| JPM-RM | 35% | 77% | 04.10.2021 - 06.10.2021 |
| LNC-RM | 35% | 77% | 06.10.2021 - 08.10.2021 |
| MA-RM | 35% | 77% | 06.10.2021 - 08.10.2021 |
| Ticker | Rcl_max | Rch_max | New value effective for |
|---|---|---|---|
| JPM-RM | 0.2 | 0.2 | 30.09.2021 - 04.10.2021 |
| LNC-RM | 0.2 | 0.2 | 04.10.2021 - 06.10.2021 |
| MA-RM | 0.2 | 0.2 | 04.10.2021 - 06.10.2021 |
