According to clarifying previously published news https://www.nationalclearingcentre.com/catalog/5701/14687, the following risk parameters will be changed:
Ticker
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
New value effective for
Current value
New value
ADI-RM
35%
77%
23.02.2022 - 25.02.2022
WAB-RM
NOC-RM
24.02.2022 - 28.02.2022
PXD-RM
SHW-RM
HIG-RM
25.02.2022 - 01.03.2022
BLK-RM
03.03.2022 - 07.03.2022
FDX-RM
NKE-RM
