31.05.2024 18:14
REPO risk parameters change for the security ALRS
As per the Securities market risk parameters methodology, on 31.05.2024, 18-14 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -26.18 %), penalty rate and IR Risk Rate (up to -0.197 rub) for the security ALRS were changed. New values are available here