16.11.2023 10:18
REPO risk parameters change for the security CARM
As per the Securities market risk parameters methodology, on 16.11.2023, 10-18 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -27.56 %), penalty rate and IR Risk Rate (up to -0.0023 rub) for the security CARM were changed. New values are available here