12.10.2020 17:35

REPO risk parameters change for the security PIKK

As per the Securities market risk parameters methodology, on 12.10.2020, 17-35 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -178.42 %), penalty rate and IR Risk Rate (up to -3.086 rub) for the security PIKK were changed. New values are available here