14.05.2021 10:59
REPO risk parameters change for the security MOEX
As per the Securities market risk parameters methodology, on 14.05.2021, 10-59 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -165.73 %), penalty rate and IR Risk Rate (up to -2.678 rub) for the security MOEX were changed. New values are available here