21.02.2022 14:05
Risk Parameters Change for the Securities
According to clarifying previously published news https://www.moex.com/n40763/?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 | ||
| PBI-RM | 35% | 77% | 16.02.2022 - 18.02.2022 |
| FTV-RM | 35% | 77% | 23.02.2022 - 25.02.2022 |
| FBHS-RM | 35% | 77% | 23.02.2022 - 25.02.2022 |
| HII-RM | 35% | 77% | 23.02.2022 - 25.02.2022 |
| J-RM | 35% | 77% | 23.02.2022 - 25.02.2022 |