23.07.2020 12:42

REPO risk parameters change for the security PIKK

As per the Securities market risk parameters methodology, on 23.07.2020, 12-42 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -65.75 %), penalty rate and IR Risk Rate (up to -0.91 rub) for the security PIKK were changed. New values are available here
Risk parameters