24.04.2020 15:02

REPO risk parameters change for the security NLMK

As per the Securities market risk parameters methodology, on 24.04.2020, 15-02 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -54.53 %), penalty rate and IR Risk Rate (up to -0.637 rub) for the security NLMK were changed. New values are available here