11.03.2022 16:34

REPO risk parameters change for the security BSX-RM

As per the Securities market risk parameters methodology, on 11.03.2022, 16-34 (MSK) the upper bound of the REPO rate for tenor Y0/Y1Dt (up to 38.86 %), penalty rate and IR Risk Rate (up to 14.16 rub) for the security BSX-RM were changed. New values are available here