01.04.2022 15:29
REPO risk parameters change for the security CIAN
As per the Securities market risk parameters methodology, on 01.04.2022, 15-29 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -0.96 rub) for the security CIAN were changed. New values are available here