24.07.2020 18:43

REPO risk parameters change for the security TRMK

As per the Securities market risk parameters methodology, on 24.07.2020, 18-43 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -142.68 %), penalty rate and IR Risk Rate (up to -0.756 rub) for the security TRMK were changed. New values are available here
Risk parameters