06.03.2024 10:09

REPO risk parameters change for the security WUSH

As per the Securities market risk parameters methodology, on 06.03.2024, 10-09 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -53.64 %), penalty rate and IR Risk Rate (up to -0.47 rub) for the security WUSH were changed. New values are available here