For period from 16 July 2014 to 23 July 2014 the following risk-parameters for security JSC Transneft, pref. (TRNFP) are used:
- 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.