28.02.2022 15:55

REPO risk parameters change for the security RUAL

As per the Securities market risk parameters methodology, on 28.02.2022, 15-55 (MSK) the upper bound of the REPO rate for tenor Y0/Y1Dt (up to 19.56 %), penalty rate and IR Risk Rate (up to 0.322 rub) for the security RUAL were changed. New values are available here

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REPO risk parameters change for the security RUAL