16.12.2020 10:15

REPO risk parameters change for the security DSKY

As per the Securities market risk parameters methodology, on 16.12.2020, 10-14 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -319.27 %) and IR Risk Rate (up to -1.387 rub) for the security DSKY were changed. New values are available here