21.10.2024 17:12
REPO risk parameters change for the security SOFL
As per the Securities market risk parameters methodology, on 21.10.2024, 17-12 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -81.21 %), penalty rate and IR Risk Rate (up to -0.317 rub) for the security SOFL were changed. New values are available here