15.06.2020 12:58

REPO risk parameters change for the security ROSN

As per the Securities market risk parameters methodology, on 15.06.2020, 12-58 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -107.17 %), penalty rate and IR Risk Rate (up to -1.218 rub) for the security ROSN were changed. New values are available here