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New Risk Report

Wednesday , 14th September 2011

According to VaR for Coca Cola Hellenic (CCH) the consulting bureau for studies and financial analyzing cites new worst scenarios of loss using Monte Carlo method  related  to the recent bearish market movement On 09.Sep. 2011 . Moreover, the maximum loss at 99% confidence level is 37% ($7.13) so it will reach $ 12.16. Furthermore, at 95% confidence level the maximum loss is 20% ($4.02) so it will reach $ 15.51. Consequently, the market became more risky comparing to the prior market data. Note that the calculation is taken over daily holding period.

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