Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 28/07/2021

The following risk parameters will be changed:

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
KR-RM 35% 77% 11.08.2021 - 13.08.2021
LLY-RM 35% 77% 11.08.2021 - 13.08.2021
SCHW-RM 35% 77% 11.08.2021 - 13.08.2021
WMT-RM 35% 77% 11.08.2021 - 13.08.2021

 

 

TickerRcl_maxRch_maxNew value effective for
KR-RM 0.2 0.2 09.08.2021 - 11.08.2021
LLY-RM 0.2 0.2 09.08.2021 - 11.08.2021
SCHW-RM 0.2 0.2 09.08.2021 - 11.08.2021
WMT-RM 0.2 0.2 09.08.2021 - 11.08.2021