05.06.2020 12:54

REPO risk parameters change for the security MTLR

As per the Securities market risk parameters methodology, on 05.06.2020, 12-54 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -37.86 %), penalty rate and IR Risk Rate (up to -0.25 rub) for the security MTLR were changed. New values are available here
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