08.07.2020 10:11

REPO risk parameters change for the security MSNG

As per the Securities market risk parameters methodology, on 08.07.2020, 10-11 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -85.74 %), penalty rate and IR Risk Rate (up to -0.00555 rub) for the security MSNG were changed. New values are available here
Risk parameters