05.06.2020 14:42
REPO risk parameters change for the security MTLR
As per the Securities market risk parameters methodology, on 05.06.2020, 14-42 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -90.54 %), penalty rate and IR Risk Rate (up to -0.6 rub) for the security MTLR were changed. New values are available here