28.06.2024 10:56

REPO risk parameters change for the security MRKP

As per the Securities market risk parameters methodology, on 28.06.2024, 10-56 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -73.37 %), penalty rate and IR Risk Rate (up to -0.002306 rub) for the security MRKP were changed. New values are available here
Risk parameters