18.03.2020 12:27
REPO risk parameters change for the security SBER
As per the Securities market risk parameters methodology, on 18.03.2020, 12-27 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -97.38 %), penalty rate and IR Risk Rate (up to -0.545 rub) for the security SBER were changed. New values are available here