06.08.2020 13:28

REPO risk parameters change for the security AFLT

As per the Securities market risk parameters methodology, on 06.08.2020, 13-28 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -53.45 %), penalty rate and IR Risk Rate (up to -0.133 rub) for the security AFLT were changed. New values are available here
Main news