28.07.2022 11:22
REPO risk parameters change for the security CIAN
As per the Securities market risk parameters methodology, on 28.07.2022, 11-22 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -0.61 rub) for the security CIAN were changed. New values are available here