30.03.2023 14:23

REPO risk parameters change for the security HHRU

As per the Securities market risk parameters methodology, on 30.03.2023, 14-23 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -3.34 rub) for the security HHRU were changed. New values are available here
Main news