18.06.2020 10:43

REPO risk parameters change for the security DSKY

As per the Securities market risk parameters methodology, on 18.06.2020, 10-43 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -200 %), penalty rate and IR Risk Rate (up to -0.616 rub) for the security DSKY were changed. New values are available here
Risk parameters