18.06.2020 10:30

REPO risk parameters change for the security DSKY

As per the Securities market risk parameters methodology, on 18.06.2020, 10-30 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -165.19 %), penalty rate and IR Risk Rate (up to -0.488 rub) for the security DSKY were changed. New values are available here
Risk parameters