06.05.2021 17:36
REPO risk parameters change for the security CI-RM
As per the Securities market risk parameters methodology, on 06.05.2021, 17-34 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -37.4 %) and IR Risk Rate (up to -22.07 rub) for the security CI-RM were changed. New values are available here