04.03.2022 15:44
REPO risk parameters change for the security CIAN
As per the Securities market risk parameters methodology, on 04.03.2022, 15-44 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20 %), penalty rate and IR Risk Rate (up to -4.29 rub) for the security CIAN were changed. New values are available here