12.05.2021 13:42
REPO risk parameters change for the security SBER
As per the Securities market risk parameters methodology, on 12.05.2021, 13-39 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -108.46 %) and IR Risk Rate (up to -1.004 rub) for the security SBER were changed. New values are available here