02.03.2022 12:07
REPO risk parameters change for the security TCSG
As per the Securities market risk parameters methodology, on 02.03.2022, 12-07 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -106.43 %), penalty rate and IR Risk Rate (up to -10.86 rub) for the security TCSG were changed. New values are available here