15.04.2024 12:06
REPO risk parameters change for the security TCSG
As per the Securities market risk parameters methodology, on 15.04.2024, 12-06 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -10.5 rub) for the security TCSG were changed. New values are available here