NCC | Risk Parameters Change for the Securities

News

22 February 2021 Risk Parameters Change for the Securities

The following risk parameters will be changed:

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker	Current value	New value	New value effective for
FDX-RM	35%	77%	03.03.2021 - 05.03.2021
GE-RM	35%	77%	03.03.2021 - 05.03.2021
HPQ-RM	35%	77%	05.03.2021 - 10.03.2021
KHC-RM	35%	77%	10.03.2021 - 12.03.2021
NEE-RM	35%	77%	24.02.2021 - 26.02.2021
NEM-RM	35%	77%	02.03.2021 - 04.03.2021
QCOM-RM	35%	77%	02.03.2021 - 04.03.2021

Ticker	Rcl_max	Rch_max	New value effective for
FDX-RM	0.2	0.2	26.02.2021 - 05.03.2021
GE-RM	0.2	0.2	26.02.2021 - 05.03.2021
HPQ-RM	0.2	0.2	02.03.2021 - 10.03.2021
KHC-RM	0.2	0.2	04.03.2021 - 12.03.2021
NEE-RM	0.2	0.2	24.02.2021 - 26.02.2021
NEM-RM	0.2	0.2	25.02.2021 - 04.03.2021
QCOM-RM	0.2	0.2	25.02.2021 - 04.03.2021