21.02.2022 13:58
Risk Parameters Change for the Securities
According to clarifying previously published news https://www.moex.com/n40733/?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 | ||
| COF-RM | 35% | 77% | 10.02.2022 - 14.02.2022 |
| EFX-RM | 35% | 77% | 17.02.2022 - 22.02.2022 |
| MCHP-RM | 35% | 77% | 17.02.2022 - 22.02.2022 |
| NLOK-RM | 35% | 77% | 17.02.2022 - 22.02.2022 |
| SWKS-RM | 35% | 77% | 17.02.2022 - 22.02.2022 |
| VTRS-RM | 35% | 77% | 22.02.2022 - 24.02.2022 |