14.06.2022 14:32
REPO risk parameters change for the security SFTL
As per the Securities market risk parameters methodology, on 14.06.2022, 14-32 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -0.1 rub) for the security SFTL were changed. New values are available here