14.12.2020 11:02
REPO risk parameters change for the security DSKY
As per the Securities market risk parameters methodology, on 14.12.2020, 11-02 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -179.91 %), penalty rate and IR Risk Rate (up to -0.795 rub) for the security DSKY were changed. New values are available here