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02.03.2022 13:30

REPO risk parameters change for the security APD-RM

As per the Securities market risk parameters methodology, on 02.03.2022, 13-30 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.52 %), penalty rate and IR Risk Rate (up to -13.49 rub) for the security APD-RM were changed. New values are available here
Risk parameters