02.03.2022 13:32
REPO risk parameters change for the security NDAQ-RM
As per the Securities market risk parameters methodology, on 02.03.2022, 13-32 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.52 %), penalty rate and IR Risk Rate (up to -9.67 rub) for the security NDAQ-RM were changed. New values are available here