NCC | Risk Parameters Change for the Securities

News

06 April 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
ABBV-RM	35%	77%	13.04.2021 - 15.04.2021
ABT-RM	35%	77%	13.04.2021 - 15.04.2021
ATVI-RM	35%	77%	13.04.2021 - 15.04.2021
CL-RM	35%	77%	19.04.2021 - 21.04.2021
FCX-RM	35%	77%	13.04.2021 - 15.04.2021
LOW-RM	35%	77%	19.04.2021 - 21.04.2021
MVID	35%	77%	09.04.2021 - 13.04.2021
PIKK	35%	77%	08.04.2021 - 12.04.2021

Ticker	Rcl_max	Rch_max	New value effective for
ABBV-RM	0.2	0.2	07.04.2021 - 13.04.2021
ABT-RM	0.2	0.2	07.04.2021 - 13.04.2021
ATVI-RM	0.2	0.2	07.04.2021 - 13.04.2021
CL-RM	0.2	0.2	12.04.2021 - 19.04.2021
FCX-RM	0.2	0.2	07.04.2021 - 13.04.2021
LOW-RM	0.2	0.2	12.04.2021 - 19.04.2021