15.06.2023 14:56

REPO risk parameters change for the security ISKJ

As per the Securities market risk parameters methodology, on 15.06.2023, 14-56 (MSK) the upper bound of the REPO rate for tenor Y0/Y1Dt (up to 14.66 %), penalty rate and IR Risk Rate (up to 0.098 rub) for the security ISKJ were changed. New values are available here
Main news