15.06.2021 17:50

REPO risk parameters change for the security PHOR

As per the Securities market risk parameters methodology, on 15.06.2021, 17-50 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -121.43 %), penalty rate and IR Risk Rate (up to -18.74 rub) for the security PHOR were changed. New values are available here
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