20.03.2023 14:21
REPO risk parameters change for the security WUSH
As per the Securities market risk parameters methodology, on 20.03.2023, 14-21 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -34.86 %), penalty rate and IR Risk Rate (up to -0.2 rub) for the security WUSH were changed. New values are available here