09.01.2025 13:13
REPO risk parameters change for the security FIXP
As per the Securities market risk parameters methodology, on 09.01.2025, 13-13 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -0.17 rub) for the security FIXP were changed. New values are available here