15.03.2021 10:08

REPO risk parameters change for the security MVID

As per the Securities market risk parameters methodology, on 15.03.2021, 10-08 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -142.8 %), penalty rate and IR Risk Rate (up to -3.17 rub) for the security MVID were changed. New values are available here

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