06.08.2020 14:13

REPO risk parameters change for the security AFLT

As per the Securities market risk parameters methodology, on 06.08.2020, 14-13 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -75.76 %), penalty rate and IR Risk Rate (up to -0.188 rub) for the security AFLT were changed. New values are available here
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