Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change for the Securities

Date 20/08/2021

The following risk parameters will be changed:

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
BLK-RM 35% 77% 02.09.2021 - 07.09.2021
GCHE 35% 77% 25.08.2021 - 27.08.2021
HD-RM 35% 77% 31.08.2021 - 02.09.2021
LUMN-RM 35% 77% 26.08.2021 - 30.08.2021
MOS-RM 35% 77% 31.08.2021 - 02.09.2021
NVDA-RM 35% 77% 30.08.2021 - 01.09.2021
RASP 35% 77% 26.08.2021 - 30.08.2021

 

TickerRcl_maxRch_maxNew value effective for
BLK-RM 0.2 0.2 31.08.2021 - 02.09.2021
HD-RM 0.2 0.2 27.08.2021 - 31.08.2021
LUMN-RM 0.2 0.2 24.08.2021 - 26.08.2021
MOS-RM 0.2 0.2 27.08.2021 - 31.08.2021
NVDA-RM 0.2 0.2 26.08.2021 - 30.08.2021