NCC | Risk Parameters Change for the Securities

News

11 June 2021 Risk Parameters Change for the Securities

The following risk parameters will be changed:

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
MAGN	35%	77%	15.06.2021 - 17.06.2021
UNH-RM	35%	77%	17.06.2021 - 21.06.2021

Ticker	x_pr	New value effective for
MAGN	1.45	15.06.2021 - 17.06.2021

Ticker	Rcl_max	Rch_max	New value effective for
UNH-RM	0.2	0.2	14.06.2021 - 17.06.2021