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12.05.2021 15:41

REPO risk parameters change for the security SBER

As per the Securities market risk parameters methodology, on 12.05.2021, 15-40 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -227.48 %) and IR Risk Rate (up to -2.102 rub) for the security SBER were changed. New values are available here