01.08.2022 11:48
REPO risk parameters change for the security CIAN
As per the Securities market risk parameters methodology, on 01.08.2022, 11-48 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -0.7 rub) for the security CIAN were changed. New values are available here