Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters Change For The Securities

Date 02/02/2022

The following risk parameters will be changed:


TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
SCCO-RM 35% 77% 11.02.2022 - 15.02.2022
ZION-RM 35% 77% 15.02.2022 - 17.02.2022
DUK-RM 35% 77% 16.02.2022 - 18.02.2022
IP-RM 35% 77% 16.02.2022 - 18.02.2022
MSCI-RM 35% 77% 16.02.2022 - 18.02.2022
PPG-RM 35% 77% 16.02.2022 - 18.02.2022
TER-RM 35% 77% 16.02.2022 - 18.02.2022
WBA-RM 35% 77% 16.02.2022 - 18.02.2022