24.11.2023 10:06
REPO risk parameters change for the security POLY
As per the Securities market risk parameters methodology, on 24.11.2023, 10-06 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -1.32 rub) for the security POLY were changed. New values are available here