03.06.2021 13:29
REPO risk parameters change for the security FIXP
As per the Securities market risk parameters methodology, on 03.06.2021, 13-29 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -65.12 %), penalty rate and IR Risk Rate (up to -1.25 rub) for the security FIXP were changed. New values are available here