18.03.2020 11:05
REPO risk parameters change for the security SBER
As per the Securities market risk parameters methodology, on 18.03.2020, 11-05 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -72.58 %), penalty rate and IR Risk Rate (up to -0.407 rub) for the security SBER were changed. New values are available here