11.06.2024 11:16

REPO risk parameters change for the security LEAS

As per the Securities market risk parameters methodology, on 11.06.2024, 11-16 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -59.0 %), penalty rate and IR Risk Rate (up to -8.08 rub) for the security LEAS were changed. New values are available here