18.12.2014 10:10
Risk Parameters Change for the securities MAGN, LKOH
The following risk parameters for the securities MAGN and LKOH will be changed:
- Lower REPO Penalty Rate (LPenRate) to -200%
- Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77%
- Ratio coefficient (x_IR) to 1,1
Validity period of the risk parameters
Security | Code | Start date | End date |
---|---|---|---|
MMK | MAGN | 19.12.2014 | 25.12.2014 |
MMC Norilsk Nickel | GMKN | 24.12.2014 | 30.12.2014 |
For further information, please contact the Public Relations Department at (495) 363-3232.
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