24.05.2022 15:29

REPO risk parameters change for the security INCY-RM

As per the Securities market risk parameters methodology, on 24.05.2022, 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 -5.13 rub) for the security INCY-RM were changed. New values are available here