07.05.2021 13:31
REPO risk parameters change for the security CI-RM
As per the Securities market risk parameters methodology, on 07.05.2021, 13-31 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -37.36 %), penalty rate and IR Risk Rate (up to -65.34 rub) for the security CI-RM were changed. New values are available here