11.08.2022 15:32

REPO risk parameters change for the security RU000A105104

As per the Securities market risk parameters methodology, on 11.08.2022, 15-32 (MSK) the upper bound of the REPO rate for tenor Y0/Y1Dt (up to 15.78 %), penalty rate and IR Risk Rate (up to 8.59 rub) for the security RU000A105104 were changed. New values are available here