11.03.2022 16:32

REPO risk parameters change for the security TPR-RM

As per the Securities market risk parameters methodology, on 11.03.2022, 16-32 (MSK) the upper bound of the REPO rate for tenor Y0/Y1Dt (up to 38.86 %), penalty rate and IR Risk Rate (up to 12.84 rub) for the security TPR-RM were changed. New values are available here

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