Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 10/08/2021

The following risk parameters will be changed:

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
AMAT-RM 35% 77% 24.08.2021 - 26.08.2021
SPGI-RM 35% 77% 24.08.2021 - 26.08.2021
UPS-RM 35% 77% 19.08.2021 - 23.08.2021

 

TickerRcl_maxRch_maxNew value effective for
AMAT-RM 0.2 0.2 20.08.2021 - 24.08.2021
SPGI-RM 0.2 0.2 20.08.2021 - 24.08.2021
UPS-RM 0.2 0.2 17.08.2021 - 19.08.2021