02.02.2021 14:04

REPO risk parameters change for the security PHOR

As per the Securities market risk parameters methodology, on 02.02.2021, 14-04 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -76.83 %), penalty rate and IR Risk Rate (up to -8.48 rub) for the security PHOR were changed. New values are available here
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