13.08.2020 15:21
REPO risk parameters change for the security AFLT
As per the Securities market risk parameters methodology, on 13.08.2020, 15-21 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -180.24 %), penalty rate and IR Risk Rate (up to -0.466 rub) for the security AFLT were changed. New values are available here