Clicky

Skip to main Content

Moscow Exchange: REPO Risk Parameters Change For The Security TRMK - Update 3

As per the Securities market risk parameters methodology, on 27.07.2020, 15-43 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -200 %), penalty rate and IR Risk Rate (up to -0.354 rub) for the security TRMK were changed. New values are available here

Back to News