05.04.2022 10:59

REPO risk parameters change for the security CIAN

As per the Securities market risk parameters methodology, on 05.04.2022, 10-59 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -0.31 rub) for the security CIAN were changed. New values are available here
Main news