21.04.2020 14:54
REPO risk parameters change for the security RNFT
As per the Securities market risk parameters methodology, on 21.04.2020, 14-54 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -36.22 %), penalty rate and IR Risk Rate (up to -0.46 rub) for the security RNFT were changed. New values are available here