02.03.2021 15:21

REPO risk parameters change for the security LSRG

As per the Securities market risk parameters methodology, on 02.03.2021, 15-21 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -40.23 %), penalty rate and IR Risk Rate (up to -1.04 rub) for the security LSRG were changed. New values are available here
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