16.12.2020 11:19
REPO risk parameters change for the security DSKY
As per the Securities market risk parameters methodology, on 16.12.2020, 11-17 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -477.32 %) and IR Risk Rate (up to -2.073 rub) for the security DSKY were changed. New values are available here