03.03.2022 11:04
REPO risk parameters change for the security FRHC-RM
As per the Securities market risk parameters methodology, on 03.03.2022, 11-04 (MSK) the upper bound of the REPO rate for tenor Y0/Y1Dt (up to 39.78 %), penalty rate and IR Risk Rate (up to 6.68 rub) for the security FRHC-RM were changed. New values are available here