27.05.2022 15:18

REPO risk parameters change for the security NOW-RM

As per the Securities market risk parameters methodology, on 27.05.2022, 15-18 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -112.88 rub) for the security NOW-RM were changed. New values are available here