20.11.2023 10:20
REPO risk parameters change for the security SOFL
As per the Securities market risk parameters methodology, on 20.11.2023, 10-20 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -27.3 %), penalty rate and IR Risk Rate (up to -0.129 rub) for the security SOFL were changed. New values are available here