Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 18/05/2021

The following risk parameters will be changed:

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

TickerCurrent valueNew valueNew value effective for
BKR-RM 35% 77% 21.05.2021 - 25.05.2021
NEM-RM 35% 77% 01.06.2021 - 03.06.2021
QCOM-RM 35% 77% 01.06.2021 - 03.06.2021
TGKA 35% 77% 20.05.2021 - 24.05.2021
UNP-RM 35% 77% 26.05.2021 - 28.05.2021

 

TickerRcl_maxRch_maxNew value effective for
BKR-RM 0.2 0.2 14.05.2021 - 21.05.2021
NEM-RM 0.2 0.2 24.05.2021 - 01.06.2021
QCOM-RM 0.2 0.2 24.05.2021 - 01.06.2021
UNP-RM 0.2 0.2 19.05.2021 - 26.05.2021