04.03.2025 12:14
REPO risk parameters change for the security CARM
As per the Securities market risk parameters methodology, on 04.03.2025, 12-14 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -113.92 %), penalty rate and IR Risk Rate (up to -0.0064 rub) for the security CARM were changed. New values are available here