02.08.2024 15:26
REPO risk parameters change for the security POLY
As per the Securities market risk parameters methodology, on 02.08.2024, 15-26 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -1.47 rub) for the security POLY were changed. New values are available here