07.08.2020 10:21

REPO risk parameters change for the security AFLT

As per the Securities market risk parameters methodology, on 07.08.2020, 10-21 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -54.52 %), penalty rate and IR Risk Rate (up to -0.407 rub) for the security AFLT were changed. New values are available here
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