NCC | Risk Parameters Change for the Securities

News

30 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
CVX-RM	35%	77%	17.05.2021 - 19.05.2021
IBM-RM	35%	77%	05.05.2021 - 07.05.2021
LSRG	35%	77%	07.05.2021 - 11.05.2021
MAGN	35%	77%	29.04.2021 - 04.05.2021
MPC-RM	35%	77%	17.05.2021 - 19.05.2021
NLMK	35%	77%	07.05.2021 - 11.05.2021
TGT-RM	35%	77%	17.05.2021 - 19.05.2021
V-RM	35%	77%	12.05.2021 - 14.05.2021
VTBR	35%	77%	07.05.2021 - 11.05.2021
XOM-RM	35%	77%	11.05.2021 - 13.05.2021

Ticker	x_pr	New value effective for
NLMK	1.52	07.05.2021 - 11.05.2021

Ticker	Rcl_max	Rch_max	New value effective for
CVX-RM	0.2	0.2	07.05.2021 - 17.05.2021
IBM-RM	0.20.2	0.2	04.05.2021 - 06.05.2021
MPC-RM	0.2	0.2	07.05.2021 - 17.05.2021
TGT-RM	0.2	0.2	07.05.2021 - 17.05.2021
V-RM	0.2	0.2	04.05.2021 - 12.05.2021
XOM-RM	0.2	0.2	04.05.2021 - 11.05.2021