09.07.2024 12:57
REPO risk parameters change for the security EUTR
As per the Securities market risk parameters methodology, on 09.07.2024, 12-57 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -73.57 %), penalty rate and IR Risk Rate (up to -0.35 rub) for the security EUTR were changed. New values are available here