09.06.2020 13:21

REPO risk parameters change for the security NLMK

As per the Securities market risk parameters methodology, on 09.06.2020, 13-21 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -106.01 %), penalty rate and IR Risk Rate (up to -0.444 rub) for the security NLMK were changed. New values are available here