02.11.2022 16:52

REPO risk parameters change for the security RU000A101RZ3

As per the Securities market risk parameters methodology, on 02.11.2022, 16-52 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -34.63 %) and IR Risk Rate (up to -0.87 rub) for the security RU000A101RZ3 were changed. New values are available here