The following risk parameters will be changed:
Ticker
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
New value effective for
Current value
New value
BKR-RM
35%
77%
06.08.2021 - 10.08.2021
CF-RM
12.08.2021 - 16.08.2021
HON-RM
11.08.2021 - 13.08.2021
MPC-RM
16.08.2021 - 18.08.2021
MRO-RM
PCAR-RM
PSX-RM
SMLT
05.08.2021 - 09.08.2021
TGT-RM
XOM-RM
Rcl_max
Rch_max
0.2
04.08.2021 - 06.08.2021
10.08.2021 - 12.08.2021
09.08.2021 - 11.08.2021