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
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