20.06.2024 16:12
REPO risk parameters change for the security MDMG
As per the Securities market risk parameters methodology, on 20.06.2024, 16-12 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -0.82 rub) for the security MDMG were changed. New values are available here