12.05.2021 12:56

REPO risk parameters change for the security SBER

As per the Securities market risk parameters methodology, on 12.05.2021, 12-56 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -88.63 %), penalty rate and IR Risk Rate (up to -0.821 rub) for the security SBER were changed. New values are available here