02.07.2024 15:14
REPO risk parameters change for the security BANE
As per the Securities market risk parameters methodology, on 02.07.2024, 15-14 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -57.22 %), penalty rate and IR Risk Rate (up to -5.57 rub) for the security BANE were changed. New values are available here
Risk parameters |