18.06.2020 10:08

REPO risk parameters change for the security DSKY

As per the Securities market risk parameters methodology, on 18.06.2020, 10-08 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -99.49 %), penalty rate and IR Risk Rate (up to -0.294 rub) for the security DSKY were changed. New values are available here
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