NCC | Risk Parameters Change for the Securities

News

01 March 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
GILD-RM	35%	77%	11.03.2021 - 15.03.2021
HD-RM	35%	77%	09.03.2021 - 11.03.2021
KO-RM	35%	77%	11.03.2021 - 15.03.2021
MRK-RM	35%	77%	11.03.2021 - 15.03.2021
NVDA-RM	35%	77%	05.03.2021 - 10.03.2021
UNH-RM	35%	77%	11.03.2021 - 15.03.2021

Ticker	Rcl_max	Rch_max	New value effective for
GILD-RM	0.2	0.2	05.03.2021 - 15.03.2021
HD-RM	0.2	0.2	03.03.2021 - 11.03.2021
KO-RM	0.2	0.2	05.03.2021 - 15.03.2021
MRK-RM	0.2	0.2	05.03.2021 - 15.03.2021
NVDA-RM	0.2	0.2	02.03.2021 - 10.03.2021
UNH-RM	0.2	0.2	05.03.2021 - 15.03.2021