17.06.2020 11:56
REPO risk parameters change for the security DSKY
As per the Securities market risk parameters methodology, on 17.06.2020, 11-56 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -54.02 %), penalty rate and IR Risk Rate (up to -0.159 rub) for the security DSKY were changed. New values are available here