Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 27/09/2021

The following risk parameters will be changed:

TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
CPB-RM 35% 77% 05.10.2021 - 07.10.2021
CSCO-RM 35% 77% 01.10.2021 - 05.10.2021
T-RM 35% 77% 06.10.2021 - 08.10.2021

 

TickerRcl_maxRch_maxNew value effective for
CPB-RM 0.2 0.2 01.10.2021 - 05.10.2021
CSCO-RM 0.2 0.2 29.09.2021 - 01.10.2021
T-RM 0.2 0.2 04.10.2021 - 06.10.2021