08.07.2024 10:26
REPO risk parameters change for the security SVCB
As per the Securities market risk parameters methodology, on 08.07.2024, 10-26 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -73.25 %), penalty rate and IR Risk Rate (up to -0.0371 rub) for the security SVCB were changed. New values are available here