06.06.2023 14:12
REPO risk parameters change for the security HHRU
As per the Securities market risk parameters methodology, on 06.06.2023, 14-12 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -3.85 rub) for the security HHRU were changed. New values are available here