Menu

List of services

28.02.2022 15:54

REPO risk parameters change for the security RU000A103R98

As per the Securities market risk parameters methodology, on 28.02.2022, 15-54 (MSK) the upper bound of the REPO rate for tenor Y0/Y1Dt (up to 19.56 %), penalty rate and IR Risk Rate (up to 1.64 rub) for the security RU000A103R98 were changed. New values are available here
Risk parameters