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28.02.2022 16:12

REPO risk parameters change for the security POLY

As per the Securities market risk parameters methodology, on 28.02.2022, 16-12 (MSK) the upper bound of the REPO rate for tenor Y0/Y1Dt (up to 19.56 %), penalty rate and IR Risk Rate (up to 2.68 rub) for the security POLY were changed. New values are available here
Risk parameters