31.07.2020 11:20

REPO risk parameters change for the security POGR

As per the Securities market risk parameters methodology, on 31.07.2020, 11-20 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -73.73 %), penalty rate and IR Risk Rate (up to -0.2602 rub) for the security POGR were changed. New values are available here