23.11.2023 10:45
REPO risk parameters change for the security LIFE
As per the Securities market risk parameters methodology, on 23.11.2023, 10-45 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -27.08 %), penalty rate and IR Risk Rate (up to -0.0044 rub) for the security LIFE were changed. New values are available here