09.07.2024 18:17
REPO risk parameters change for the security EUTR
As per the Securities market risk parameters methodology, on 09.07.2024, 18-17 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -111.59 %), penalty rate and IR Risk Rate (up to -0.53 rub) for the security EUTR were changed. New values are available here