30.09.2024 11:42
REPO risk parameters change for the security BSPB
As per the Securities market risk parameters methodology, on 30.09.2024, 11-42 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -110.27 %), penalty rate and IR Risk Rate (up to -1.32 rub) for the security BSPB were changed. New values are available here