30.09.2024 15:11
REPO risk parameters change for the security SOFL
As per the Securities market risk parameters methodology, on 30.09.2024, 15-11 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -78.52 %), penalty rate and IR Risk Rate (up to -0.344 rub) for the security SOFL were changed. New values are available here