11.06.2024 10:43
REPO risk parameters change for the security LEAS
As per the Securities market risk parameters methodology, on 11.06.2024, 10-43 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -59.0 %), penalty rate and IR Risk Rate (up to -4.6 rub) for the security LEAS were changed. New values are available here