28.02.2022 12:43
REPO risk parameters change for the security SNGS
As per the Securities market risk parameters methodology, on 28.02.2022, 12-43 (MSK) the upper bound of the REPO rate for tenor Y0/Y1Dt (up to 19.56 %), penalty rate and IR Risk Rate (up to 0.041 rub) for the security SNGS were changed. New values are available here