16.01.2024 11:41

REPO risk parameters change for the security KLSB

As per the Securities market risk parameters methodology, on 16.01.2024, 11-41 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -26.6 %), penalty rate and IR Risk Rate (up to -0.0285 rub) for the security KLSB were changed. New values are available here