13.06.2023 14:45
REPO risk parameters change for the security POSI
As per the Securities market risk parameters methodology, on 13.06.2023, 14-45 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -35.08 %), penalty rate and IR Risk Rate (up to -2.11 rub) for the security POSI were changed. New values are available here