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03.03.2022 14:13

REPO risk parameters change for the security VEON-RX

As per the Securities market risk parameters methodology, on 03.03.2022, 14-13 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.35 %), penalty rate and IR Risk Rate (up to -0.057 rub) for the security VEON-RX were changed. New values are available here