14.06.2024 15:10
REPO risk parameters change for the security MOEX
As per the Securities market risk parameters methodology, on 14.06.2024, 15-10 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -93.71 %), penalty rate and IR Risk Rate (up to -2.1 rub) for the security MOEX were changed. New values are available here