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  • Moscow Exchange: Risk Parameters Change For The Security LOW-RM - Update

    Date 18/08/2021

    As per the Securities market risk parameters methodology, on 18.08.2021, 17-18 (MSK) the upper bound of the price band (up to 15462) and initial margins (up to 22.5 %) for the security LOW-RM were changed. New values are available here

  • BIS: Could Corporate Credit Losses Turn Out Higher Than Expected?

    Date 18/08/2021

    Key takeaways

    • Credit risk forecasts should provide information both about losses in a baseline scenario ("expected losses") and about the potential for extreme outcomes ("unexpected losses").
    • Policy support measures have kept debt service costs low during the pandemic, thus underpinning benign baseline forecasts of corporate credit losses up to 2024.
    • High indebtedness, built up when the pandemic impaired real activity, suggests increased tail risks: plausible deviations from the baseline scenario feature ballooning corporate insolvencies.

  • Moscow Exchange: Risk Parameters Change For The Securities

    Date 18/08/2021

    The following risk parameters will be changed:

    TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
    Current valueNew value
    BAC-RM 35% 77% 01.09.2021 - 03.09.2021
    CHRW-RM 35% 77% 01.09.2021 - 03.09.2021
    FDX-RM 35% 77% 01.09.2021 - 03.09.2021
    PEP-RM 35% 77% 01.09.2021 - 03.09.2021
    QCOM-RM 35% 77% 31.08.2021 - 02.09.2021
    VNT-RM 35% 77% 31.08.2021 - 02.09.2021

     

  • MGEX Announces SPIKES Futures Best Daily Volume And Overall Top 20 Day

    Date 18/08/2021

    MGEX, a Designated Contract Market (DCM) and Derivatives Clearing Organization (DCO), reports that August 17th, 2021 was the 19th best overall day in the history of the Exchange with a total of 26,196 contracts. SPIKES® Futures contributed 8,202 contracts to the total volume, which was the highest amount since the product relaunched in December 2020.

  • Moscow Exchange: Risk Parameters Change For The Security LOW-RM

    Date 18/08/2021

    As per the Securities market risk parameters methodology, on 18.08.2021, 16-48 (MSK) the upper bound of the price band (up to 14958) and initial margins (up to 18.75 %) for the security LOW-RM were changed. New values are available here