26.11.2021 14:05

REPO risk parameters change for the security RNFT

As per the Securities market risk parameters methodology, on 26.11.2021, 14-05 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -35.69 %), penalty rate and IR Risk Rate (up to -0.52 rub) for the security RNFT were changed. New values are available here
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