02.11.2024 15:04
REPO risk parameters change for the security FIXP
As per the Securities market risk parameters methodology, on 02.11.2024, 15-04 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -0.94 rub) for the security FIXP were changed. New values are available here