17.11.2023 12:33

REPO risk parameters change for the security CIAN

As per the Securities market risk parameters methodology, on 17.11.2023, 12-33 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -1.81 rub) for the security CIAN were changed. New values are available here
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