04.01.2024 11:46
REPO risk parameters change for the security RNFT
As per the Securities market risk parameters methodology, on 04.01.2024, 11-46 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -26.81 %), penalty rate and IR Risk Rate (up to -0.12 rub) for the security RNFT were changed. New values are available here