21.02.2022 14:16
Risk Parameters Change for the Securities
According to clarifying previously published news https://www.moex.com/n41029/?nt=200, the following risk parameters will be changed:
| Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
|---|---|---|---|
| Current value | New value | ||
| ADI-RM | 35% | 77% | 23.02.2022 - 25.02.2022 |
| WAB-RM | 35% | 77% | 23.02.2022 - 25.02.2022 |
| NOC-RM | 35% | 77% | 24.02.2022 - 28.02.2022 |
| PXD-RM | 35% | 77% | 24.02.2022 - 28.02.2022 |
| SHW-RM | 35% | 77% | 24.02.2022 - 28.02.2022 |
| HIG-RM | 35% | 77% | 25.02.2022 - 01.03.2022 |
| BLK-RM | 35% | 77% | 03.03.2022 - 07.03.2022 |
| FDX-RM | 35% | 77% | 03.03.2022 - 07.03.2022 |
| NKE-RM | 35% | 77% | 03.03.2022 - 07.03.2022 |