31.10.2014 18:20
Risk Parameters Change for the securities MVID, MAGN, LKOH, MGNT
The following risk parameters for the securities MTSS and MGNT 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 |
---|---|---|---|
M.video | MVID | 03.11.2014 | 07.11.2014 |
M.video | MVID | 12.12.2014 | 19.12.2014 |
MMK | MAGN | 05.11.2014 | 12.11.2014 |
MMK | MAGN | 19.12.2014 | 26.12.2014 |
Lukoil | LKOH | 05.11.2014 | 12.11.2014 |
Lukoil | LKOH | 24.12.2014 | 05.01.2015 |
Magnit | MGNT | 06.11.2014 | 13.11.2014 |
Magnit | MGNT | 26.12.2014 | 08.01.2015 |
For further information, please contact the Public Relations Department at (495) 363-3232.
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