27.12.2023 15:14
REPO risk parameters change for the security SIBN
As per the Securities market risk parameters methodology, on 27.12.2023, 15-14 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -91.59 %), penalty rate and IR Risk Rate (up to -2.606 rub) for the security SIBN were changed. New values are available here