Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 01/09/2021

The following risk parameters will be changed:


TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
ADP-RM 35% 77% 08.09.2021 - 10.09.2021
ALB-RM 35% 77% 15.09.2021 - 17.09.2021
BDX-RM 35% 77% 07.09.2021 - 09.09.2021
CINF-RM 35% 77% 14.09.2021 - 16.09.2021
DVN-RM 35% 77% 09.09.2021 - 13.09.2021
HBAN-RM 35% 77% 15.09.2021 - 17.09.2021
KMB-RM 35% 77% 08.09.2021 - 10.09.2021
LEG-RM 35% 77% 13.09.2021 - 15.09.2021
MO-RM 35% 77% 13.09.2021 - 15.09.2021
NWS-RM 35% 77% 13.09.2021 - 15.09.2021
PTR-RM 35% 77% 07.09.2021 - 09.09.2021
TROW-RM 35% 77% 13.09.2021 - 15.09.2021
VFC-RM 35% 77% 08.09.2021 - 10.09.2021
WMB-RM 35% 77% 08.09.2021 - 10.09.2021

 

TickerRcl_maxRch_maxNew value effective for
ADP-RM 0.2 0.2 03.09.2021 - 08.09.2021
ALB-RM 0.2 0.2 13.09.2021 - 15.09.2021
BDX-RM 0.2 0.2 02.09.2021 - 07.09.2021
CINF-RM 0.2 0.2 10.09.2021 - 14.09.2021
DVN-RM 0.2 0.2 07.09.2021 - 09.09.2021
HBAN-RM 0.2 0.2 13.09.2021 - 15.09.2021
KMB-RM 0.2 0.2 03.09.2021 - 08.09.2021
LEG-RM 0.2 0.2 09.09.2021 - 13.09.2021
MO-RM 0.2 0.2 09.09.2021 - 13.09.2021
NWS-RM 0.2 0.2 09.09.2021 - 13.09.2021
TROW-RM 0.2 0.2 09.09.2021 - 13.09.2021
VFC-RM 0.2 0.2 03.09.2021 - 08.09.2021
WMB-RM 0.2 0.2 03.09.2021 - 08.09.2021