Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 22/03/2021

The following risk parameters will be changed:

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

TickerCurrent valueNew valueNew value effective for
BMY-RM 35% 77% 30.03.2021 - 01.04.2021
CMCSA-RM 35% 77% 05.04.2021 - 07.04.2021
CSCO-RM 35% 77% 02.04.2021 - 06.04.2021
GPS-RM 35% 77% 05.04.2021 - 07.04.2021
SBER 35% 77% 26.03.2021 - 30.03.2021

 

TickerRcl_maxRch_maxNew value effective for
BMY-RM 0.2 0.2 25.03.2021 - 01.04.2021
CMCSA-RM 0.2 0.2 31.03.2021 - 07.04.2021
CSCO-RM 0.2 0.2 30.03.2021 - 06.04.2021
GPS-RM 0.2 0.2 31.03.2021 - 07.04.2021