13.12.2024 13:02
REPO risk parameters change for the security LEAS
As per the Securities market risk parameters methodology, on 13.12.2024, 13-02 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -67.3 %), penalty rate and IR Risk Rate (up to -3.65 rub) for the security LEAS were changed. New values are available here