On CBR adjustment ratios for corporate Eurobonds (7/8/2016)
OREANDA-NEWS. Starting 12 July 2016, the Bank of Russia provides an opportunity for credit institutions to use debt securities issued by legal entities — non-residents of the Russian Federation outside the Russian Federation (hereinafter, corporate Eurobonds) included in the Bank of Russia Lombard List and listed by CJSC MOEX as collateral for the Bank of Russia loans extended in compliance with Bank of Russia Regulation No. 236-P dated 4 August, 2003, ’On the Procedure for Extending Bank of Russia Loans to Credit Institutions against the Collateral (Blocking) of Securities’.
For the purpose of calculating the value of collateral for the Bank of Russia loans to readjust the market value of corporate Eurobonds included in the Bank of Russia Lombard List and listed by CJSC MOEX the adjustment ratios are as follows:
at the rate of 0.95:
for ruble-denominated corporate Eurobonds, where S&P Global Ratings, Fitch Ratings / Moody’s Investors Service have assigned not lower than BB+/Ba1 grade international ratings to the issuers (issues);
at the rate of 0.9:
for foreign exchange-denominated corporate Eurobonds, where S&P Global Ratings, Fitch Ratings / Moody’s Investors Service have assigned not lower than BB+/Ba1 grade international ratings to the issuers (issues);
for ruble-denominated corporate Eurobonds, where S&P Global Ratings, Fitch Ratings / Moody’s Investors Service have assigned not lower than BB-/Ba3 and not higher than BB/Ba2 grade international ratings to the issuers (issues);
at the rate of 0.85:
for foreign exchange-denominated corporate Eurobonds, where S&P Global Ratings, Fitch Ratings / Moody’s Investors Service have assigned not lower than BB-/Ba3 and not higher than BB/Ba2 grade international ratings to the issuers (issues);
at the rate of 0.75:
for foreign exchange-denominated corporate Eurobonds, where S&P Global Ratings, Fitch Ratings / Moody’s Investors Service have assigned B+/B1 grade international ratings to the issuers (issues).
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