30.09.2021 10:13

REPO risk parameters change for the security PIKK

As per the Securities market risk parameters methodology, on 30.09.2021, 10-13 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -70.85 %), penalty rate and IR Risk Rate (up to -3.02 rub) for the security PIKK were changed. New values are available here
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