31.07.2020 10:25

REPO risk parameters change for the security POGR

As per the Securities market risk parameters methodology, on 31.07.2020, 10-25 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -48.93 %), penalty rate and IR Risk Rate (up to -0.1732 rub) for the security POGR were changed. New values are available here
Risk parameters