03.01.2025 10:32
REPO risk parameters change for the security FESH
As per the Securities market risk parameters methodology, on 03.01.2025, 10-32 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -60.5 %), penalty rate and IR Risk Rate (up to -0.3322 rub) for the security FESH were changed. New values are available here