NCC | Risk Parameters Change for the Securities

News

25 May 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
ANTM-RM	35%	77%	08.06.2021 - 10.06.2021
MCD-RM	35%	77%	27.05.2021 - 01.06.2021
OXY-RM	35%	77%	08.06.2021 - 10.06.2021

Ticker	Rcl_max	Rch_max	New value effective for
ANTM-RM	0.2	0.2	01.06.2021 - 08.06.2021
MCD-RM	0.2	0.2	26.05.2021 - 27.05.2021
OXY-RM	0.2	0.2	01.06.2021 - 08.06.2021