12.04.2023 13:58

REPO risk parameters change for the security HHRU

As per the Securities market risk parameters methodology, on 12.04.2023, 13-58 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -3.1 rub) for the security HHRU were changed. New values are available here

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REPO risk parameters change for the security HHRU