05.06.2020 15:42
REPO risk parameters change for the security MTLR
As per the Securities market risk parameters methodology, on 05.06.2020, 15-42 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -122.15 %), penalty rate and IR Risk Rate (up to -0.81 rub) for the security MTLR were changed. New values are available here
Main news |