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10.07.2020 11:19

REPO risk parameters change for the security DSKY

As per the Securities market risk parameters methodology, on 10.07.2020, 11-19 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -85.75 %), penalty rate and IR Risk Rate (up to -0.819 rub) for the security DSKY were changed. New values are available here