15.06.2021 10:08
REPO risk parameters change for the security MRKP
As per the Securities market risk parameters methodology, on 15.06.2021, 10-08 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -66.06 %), penalty rate and IR Risk Rate (up to -0.000534 rub) for the security MRKP were changed. New values are available here