22.03.2023 14:12

REPO risk parameters change for the security HHRU

As per the Securities market risk parameters methodology, on 22.03.2023, 14-12 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -2.41 rub) for the security HHRU were changed. New values are available here
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