31.05.2022 15:07

REPO risk parameters change for the security INCY-RM

As per the Securities market risk parameters methodology, on 31.05.2022, 15-07 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -5.61 rub) for the security INCY-RM were changed. New values are available here