02.12.2020 15:31

REPO risk parameters change for the security YNDX

As per the Securities market risk parameters methodology, on 02.12.2020, 15-31 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -41.29 %), penalty rate and IR Risk Rate (up to -6.63 rub) for the security YNDX were changed. New values are available here
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