16.10.2024 13:30
REPO risk parameters change for the security MGKL
As per the Securities market risk parameters methodology, on 16.10.2024, 13-30 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -23.59 %), penalty rate and IR Risk Rate (up to -0.0019 rub) for the security MGKL were changed. New values are available here