15.12.2014 14:40
Risk Parameters Change for the securities POLY
The following risk parameters for the securities POLY will be changed for the period from 17.12.2014 to 23.12.2014:
- 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
For further information, please contact the Public Relations Department at (495) 363-3232.
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