21.10.2024 15:04
REPO risk parameters change for the security SOFL
As per the Securities market risk parameters methodology, on 21.10.2024, 15-04 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -63.43 %), penalty rate and IR Risk Rate (up to -0.249 rub) for the security SOFL were changed. New values are available here