As per the Securities market risk parameters methodology, on 15.06.2020, 12-58 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -107.17 %), penalty rate and IR Risk Rate (up to -1.218 rub) for the security ROSN were changed. New values are available here
v
FTSE Mondo Visione Exchanges Index:
Moscow Exchange: REPO Risk Parameters Change For The Security ROSN
Date 15/06/2020
