09.01.2025 12:08
REPO risk parameters change for the security FIXP
As per the Securities market risk parameters methodology, on 09.01.2025, 12-08 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -0.12 rub) for the security FIXP were changed. New values are available here