05.11.2014 18:17
Risk Parameters Change for the securities GMKN, URKA, TRMK.
The following risk parameters for the securities GMKN, URKA and TRMK 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 | Security | Security | Security |
|---|---|---|---|
| MMC Norilsk Nickel | GMKN | 07.11.2014 | 14.11.2014 |
| MMC Norilsk Nickel | GMKN | 18.12.2014 | 25.12.2014 |
| Uralkali | URKA | 07.11.2014 | 14.11.2014 |
| Uralkali | URKA | 13.01.2015 | 20.01.2015 |
| TMK | TRMK | 10.11.2014 | 17.11.2014 |
| TMK | TRMK | 08.01.2015 | 15.01.2015 |
For further information, please contact the Public Relations Department at (495) 363-3232.