03.02.2022 16:12
REPO risk parameters change for the security BABA-RM
As per the Securities market risk parameters methodology, on 03.02.2022, 16-12 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -34.88 %), penalty rate and IR Risk Rate (up to -10.18 rub) for the security BABA-RM were changed. New values are available here