Moscow Exchange: Risk Parameters Change For The Security BABA-RM

Date 03/02/2022

As per the Securities market risk parameters methodology, on 03.02.2022, 16-12 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -34.88 %), penalty rate and IR Risk Rate (up to -10.18 rub) for the security BABA-RM were changed.

New values are available here

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