07.06.2024 10:51

REPO risk parameters change for the security ZAYM

As per the Securities market risk parameters methodology, on 07.06.2024, 10-51 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -46.58 %), penalty rate and IR Risk Rate (up to -0.822 rub) for the security ZAYM were changed. New values are available here