13.12.2024 18:18
REPO risk parameters change for the security FIXP
As per the Securities market risk parameters methodology, on 13.12.2024, 18-18 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -0.71 rub) for the security FIXP were changed. New values are available here