15.04.2024 11:42

REPO risk parameters change for the security TCSG

As per the Securities market risk parameters methodology, on 15.04.2024, 11-42 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -8.73 rub) for the security TCSG were changed. New values are available here

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15.04.24	REPO risk parameters change for the security TCSG
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15.04.24	REPO risk parameters change for the security TCSG
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