09.10.2020 15:51

REPO risk parameters change for the security PIKK

As per the Securities market risk parameters methodology, on 09.10.2020, 15-51 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -101.36 %), penalty rate and IR Risk Rate (up to -5.266 rub) for the security PIKK were changed. New values are available here