Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 18/10/2021

The following risk parameters will be changed:

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
AA-RM 35% 77% 27.10.2021 - 29.10.2021
CARR-RM 35% 77% 27.10.2021 - 29.10.2021
COST-RM 35% 77% 27.10.2021 - 29.10.2021
MS-RM 35% 77% 27.10.2021 - 29.10.2021
PAYX-RM 35% 77% 28.10.2021 - 01.11.2021

 

 

TickerRcl_maxRch_maxNew value effective for
AA-RM 0.2 0.2 25.10.2021 - 27.10.2021
CARR-RM 0.2 0.2 25.10.2021 - 27.10.2021
COST-RM 0.2 0.2 25.10.2021 - 27.10.2021
MS-RM 0.2 0.2 25.10.2021 - 27.10.2021
PAYX-RM 0.2 0.2 26.10.2021 - 28.10.2021