10.07.2024 15:23

REPO risk parameters change for the security NMTP

As per the Securities market risk parameters methodology, on 10.07.2024, 15-23 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -111.29 %), penalty rate and IR Risk Rate (up to -0.0312 rub) for the security NMTP were changed. New values are available here
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