Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: REPO Risk Parameters Change For The Security SBER

Date 12/05/2021

As per the Securities market risk parameters methodology, on 12.05.2021, 12-56 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -88.63 %), penalty rate and IR Risk Rate (up to -0.821 rub) for the security SBER were changed. New values are available here