23.05.2022 15:29
REPO risk parameters change for the security VRTX-RM
As per the Securities market risk parameters methodology, on 23.05.2022, 15-29 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -17.23 rub) for the security VRTX-RM were changed. New values are available here