22.09.2023 13:29

REPO risk parameters change for the security CIAN

As per the Securities market risk parameters methodology, on 22.09.2023, 13-29 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -2.07 rub) for the security CIAN were changed. New values are available here