04.03.2022 14:46
REPO risk parameters change for the security SPCE-RM
As per the Securities market risk parameters methodology, on 04.03.2022, 14-46 (MSK) the upper bound of the REPO rate for tenor Y0/Y1Dt (up to 39.78 %), penalty rate and IR Risk Rate (up to 4.57 rub) for the security SPCE-RM were changed. New values are available here