11.12.2020 15:10

REPO risk parameters change for the security DSKY

As per the Securities market risk parameters methodology, on 11.12.2020, 15-10 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -76.9 %), penalty rate and IR Risk Rate (up to -0.968 rub) for the security DSKY were changed. New values are available here

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