02.07.2024 13:19
REPO risk parameters change for the security LSNGP
As per the Securities market risk parameters methodology, on 02.07.2024, 13-19 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -110.85 %), penalty rate and IR Risk Rate (up to -0.739 rub) for the security LSNGP were changed. New values are available here