12.05.2021 15:22
REPO risk parameters change for the security SBER
As per the Securities market risk parameters methodology, on 12.05.2021, 15-21 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -187.81 %) and IR Risk Rate (up to -1.736 rub) for the security SBER were changed. New values are available here