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What's new


21.06.19


REPO risk parameters change for the security CBOM


As per the Equity Market Risk Parameters Methodology, on 21.06.2019, 13-30 (MSK) the lower bound of the REPO rate and IR Risk Rate (downward scenario) for the security CBOM was changed.  New values are available at http://nationalclearingcentre.ru/fondMarketRates.do