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18.05.2022 15:29

REPO risk parameters change for the security MOS-RM

As per the Securities market risk parameters methodology, on 18.05.2022, 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 -3.5 rub) for the security MOS-RM were changed. New values are available here
Risk parameters