13.05.2021 13:47

REPO risk parameters change for the security POGR

As per the Securities market risk parameters methodology, on 13.05.2021, 13-47 (MSK) the upper bound of the REPO rate for tenor Y0/Y1Dt (up to 10 %), penalty rate and IR Risk Rate (up to 0.0234 rub) for the security POGR were changed. New values are available here