18.06.2020 10:15
REPO risk parameters change for the security DSKY
As per the Securities market risk parameters methodology, on 18.06.2020, 10-15 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -121.39 %), penalty rate and IR Risk Rate (up to -0.359 rub) for the security DSKY were changed. New values are available here