28.02.2022 12:20
REPO risk parameters change for the security RUAL
As per the Securities market risk parameters methodology, on 28.02.2022, 12-20 (MSK) the upper bound of the REPO rate for tenor Y0/Y1Dt (up to 19.56 %), penalty rate and IR Risk Rate (up to 0.162 rub) for the security RUAL were changed. New values are available here