30.09.2024 15:18
REPO risk parameters change for the security BSPB
As per the Securities market risk parameters methodology, on 30.09.2024, 15-18 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -129.49 %), penalty rate and IR Risk Rate (up to -1.547 rub) for the security BSPB were changed. New values are available here