12.03.2021 10:11

REPO risk parameters change for the security MVID

As per the Securities market risk parameters methodology, on 12.03.2021, 10-11 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -72.57 %), penalty rate and IR Risk Rate (up to -5 rub) for the security MVID were changed. New values are available here
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