Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 13/08/2021

The following risk parameters will be changed:

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
GLW-RM 35% 77% 27.08.2021 - 31.08.2021
NKE-RM 35% 77% 26.08.2021 - 30.08.2021
UNP-RM 35% 77% 27.08.2021 - 31.08.2021

 

TickerRcl_maxRch_maxNew value effective for
GLW-RM 0.2 0.2 25.08.2021 - 27.08.2021
NKE-RM 0.2 0.2 24.08.2021 - 26.08.2021
UNP-RM 0.2 0.2 25.08.2021 - 27.08.2021