03.05.2023 14:45
REPO risk parameters change for the security ISKJ
As per the Securities market risk parameters methodology, on 03.05.2023, 14-45 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -34.81 %), penalty rate and IR Risk Rate (up to -0.114 rub) for the security ISKJ were changed. New values are available here