06.01.2025 10:10
REPO risk parameters change for the security FESH
As per the Securities market risk parameters methodology, on 06.01.2025, 10-10 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -93.08 %), penalty rate and IR Risk Rate (up to -0.3411 rub) for the security FESH were changed. New values are available here