29.10.2014 18:42

Risk Parameters Change for the security PIKK

For period from October, 31 2014 to November, 7 2014 the following risk-parameters for the security PIKK will be changed:

  • Lower REPO Penalty Rate (LPenRate) to -200%;
  • Minimal level of Interest Risk Margin (Delta_1(2,3)_min) to 77%;
  • Ratio coefficient (x_IR) to 1,1.

 

For further information, please contact the Public Relations Department at (495) 363-3232.

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