12.05.2021 16:00

REPO risk parameters change for the security SBER

As per the Securities market risk parameters methodology, on 12.05.2021, 15-58 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -267.16 %) and IR Risk Rate (up to -2.468 rub) for the security SBER were changed. New values are available here