03.03.2022 11:51
REPO risk parameters change for the security TCSG
As per the Securities market risk parameters methodology, on 03.03.2022, 11-51 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20 %), penalty rate and IR Risk Rate (up to -17.18 rub) for the security TCSG were changed. New values are available here