10.03.2022 13:31
REPO risk parameters change for the security CAT-RM
As per the Securities market risk parameters methodology, on 10.03.2022, 13-31 (MSK) the upper bound of the REPO rate for tenor Y0/Y1Dt (up to 38.48 %), penalty rate and IR Risk Rate (up to 19.97 rub) for the security CAT-RM were changed. New values are available here