01.07.2024 12:34

REPO risk parameters change for the security MGKL

As per the Securities market risk parameters methodology, on 01.07.2024, 12-34 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -25.91 %), penalty rate and IR Risk Rate (up to -0.002 rub) for the security MGKL were changed. New values are available here
Risk parameters