17.03.2020 15:52
REPO risk parameters change for the security SBER
As per the Securities market risk parameters methodology, on 17.03.2020, 15-52 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -49.54 %), penalty rate and IR Risk Rate (up to -0.295 rub) for the security SBER were changed. New values are available here