25.06.2021 18:41

REPO risk parameters change for the security MGNT

As per the Securities market risk parameters methodology, on 25.06.2021, 18-41 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -118.45 %), penalty rate and IR Risk Rate (up to -57.1 rub) for the security MGNT were changed. New values are available here