11.06.2024 10:55

REPO risk parameters change for the security LEAS

As per the Securities market risk parameters methodology, on 11.06.2024, 10-55 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -59.0 %), penalty rate and IR Risk Rate (up to -5.76 rub) for the security LEAS were changed. New values are available here
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