03.03.2022 13:38
REPO risk parameters change for the security EXPE-RM
As per the Securities market risk parameters methodology, on 03.03.2022, 13-38 (MSK) the upper bound of the REPO rate for tenor Y0/Y1Dt (up to 39.78 %), penalty rate and IR Risk Rate (up to 21.34 rub) for the security EXPE-RM were changed. New values are available here