29.02.2024 12:56
REPO risk parameters change for the security ROLO
As per the Securities market risk parameters methodology, on 29.02.2024, 12-56 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -26.45 %), penalty rate and IR Risk Rate (up to -0.001 rub) for the security ROLO were changed. New values are available here