02.07.2020 15:16

REPO risk parameters change for the security AFLT

As per the Securities market risk parameters methodology, on 02.07.2020, 15-16 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -61.44 %), penalty rate and IR Risk Rate (up to -0.153 rub) for the security AFLT were changed. New values are available here
Risk parameters