15.04.2024 11:26
REPO risk parameters change for the security TCSG
As per the Securities market risk parameters methodology, on 15.04.2024, 11-26 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -6.96 rub) for the security TCSG were changed. New values are available here