Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: REPO Risk Parameters Change For The Security RNFT

Date 26/11/2021

 

 

As per the Securities market risk parameters methodology, on 26.11.2021, 14-05 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -35.69 %), penalty rate and IR Risk Rate (up to -0.52 rub) for the security RNFT were changed. New values are available here