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Moscow Exchange: Risk Parameters Change For The Securities

According to clarifying previously published news https://www.moex.com/n40897/?nt=200, the following risk parameters will be changed:


TickerIR risk (downward scenario) - SECΔ_1 (Y0/Y1)New value effective for
Current valueNew value
MCO-RM 35% 77% 23.02.2022 - 25.02.2022
RHI-RM 35% 77% 23.02.2022 - 25.02.2022
DOW-RM 35% 77% 24.02.2022 - 28.02.2022
BWA-RM 35% 77% 25.02.2022 - 01.03.2022
IPG-RM 35% 77% 25.02.2022 - 01.03.2022
AVY-RM 35% 77% 28.02.2022 - 02.03.2022
FOX-RM 35% 77% 28.02.2022 - 02.03.2022
GS-RM 35% 77% 28.02.2022 - 02.03.2022
HAL-RM 35% 77% 28.02.2022 - 02.03.2022
ODFL-RM 35% 77% 28.02.2022 - 02.03.2022

 

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