06.01.2025 14:25
REPO risk parameters change for the security FESH
As per the Securities market risk parameters methodology, on 06.01.2025, 14-25 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -116.63 %), penalty rate and IR Risk Rate (up to -0.4258 rub) for the security FESH were changed. New values are available here