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02.05.2024 17:14

REPO risk parameters change for the security LSRG

As per the Securities market risk parameters methodology, on 02.05.2024, 17-14 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -79.92 %), penalty rate and IR Risk Rate (up to -2.79 rub) for the security LSRG were changed. New values are available here