26.09.2024 15:23
REPO risk parameters change for the security RASP
As per the Securities market risk parameters methodology, on 26.09.2024, 15-23 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -52.81 %), penalty rate and IR Risk Rate (up to -0.486 rub) for the security RASP were changed. New values are available here