14.05.2021 15:56
REPO risk parameters change for the security MOEX
As per the Securities market risk parameters methodology, on 14.05.2021, 15-56 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -185.36 %), penalty rate and IR Risk Rate (up to -2.994 rub) for the security MOEX were changed. New values are available here