08.01.2021 18:21

REPO risk parameters change for the security NKE-RM

As per the Securities market risk parameters methodology, on 08.01.2021, 18-21 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -65.27 %), penalty rate and IR Risk Rate (up to -62.2 rub) for the security NKE-RM were changed. New values are available here
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