05.07.2024 10:10
REPO risk parameters change for the security MSRS
As per the Securities market risk parameters methodology, on 05.07.2024, 10-10 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -26.58 %), penalty rate and IR Risk Rate (up to -0.00328 rub) for the security MSRS were changed. New values are available here
Risk parameters |