24.03.2020 10:58
REPO risk parameters change for the security MSTT
As per the Securities market risk parameters methodology, on 24.03.2020, 10-58 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -36.42 %), penalty rate and IR Risk Rate (up to -0.156 rub) for the security MSTT were changed. New values are available here