27.07.2020 13:01

REPO risk parameters change for the security TRMK

As per the Securities market risk parameters methodology, on 27.07.2020, 13-01 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -129.46 %), penalty rate and IR Risk Rate (up to -0.217 rub) for the security TRMK were changed. New values are available here
Risk parameters