28.02.2022 13:53
REPO risk parameters change for the security BANEP
As per the Securities market risk parameters methodology, on 28.02.2022, 13-53 (MSK) the upper bound of the REPO rate for tenor Y0/Y1Dt (up to 19.56 %), penalty rate and IR Risk Rate (up to 1.02 rub) for the security BANEP were changed. New values are available here