14.12.2020 10:22
REPO risk parameters change for the security DSKY
As per the Securities market risk parameters methodology, on 14.12.2020, 10-22 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -109.25 %), penalty rate and IR Risk Rate (up to -0.484 rub) for the security DSKY were changed. New values are available here