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02.03.2022 12:52

REPO risk parameters change for the security SHW-RM

As per the Securities market risk parameters methodology, on 02.03.2022, 12-52 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -55.11 %), penalty rate and IR Risk Rate (up to -37.4 rub) for the security SHW-RM were changed. New values are available here
Risk parameters