25.12.2020 15:55
REPO risk parameters change for the security PHOR
As per the Securities market risk parameters methodology, on 25.12.2020, 15-55 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -85.79 %), penalty rate and IR Risk Rate (up to -24.33 rub) for the security PHOR were changed. New values are available here