27.07.2020 14:22

REPO risk parameters change for the security TRMK

As per the Securities market risk parameters methodology, on 27.07.2020, 14-22 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -156.73 %), penalty rate and IR Risk Rate (up to -0.263 rub) for the security TRMK were changed. New values are available here
Risk parameters