As per the Securities market risk parameters methodology, on 24.11.2020, 11-33 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -200 %), penalty rate and IR Risk Rate (up to -0.887 rub) for the security RASP were changed. New values are available here
FTSE Mondo Visione Exchanges Index:
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Moscow Exchange: Risk Parameters Change For The Security RASP
Date 24/11/2020
