05.07.2024 10:52
REPO risk parameters change for the security SVAV
As per the Securities market risk parameters methodology, on 05.07.2024, 10-52 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -57.56 %), penalty rate and IR Risk Rate (up to -5.153 rub) for the security SVAV were changed. New values are available here
Risk parameters |