27.07.2020 15:43

REPO risk parameters change for the security TRMK

As per the Securities market risk parameters methodology, on 27.07.2020, 15-43 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -200 %), penalty rate and IR Risk Rate (up to -0.354 rub) for the security TRMK were changed. New values are available here
Risk parameters