14.05.2021 10:34
REPO risk parameters change for the security MOEX
As per the Securities market risk parameters methodology, on 14.05.2021, 10-34 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -87.22 %), penalty rate and IR Risk Rate (up to -1.413 rub) for the security MOEX were changed. New values are available here
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