02.07.2020 17:07

REPO risk parameters change for the security FIVE

As per the Securities market risk parameters methodology, on 02.07.2020, 17-03 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -41.07 %) and IR Risk Rate (up to -3.16 rub) for the security FIVE were changed. New values are available here
Risk parameters