29.10.2024 10:11

REPO risk parameters change for the security UGLD

As per the Securities market risk parameters methodology, on 29.10.2024, 10-11 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -23.96 %), penalty rate and IR Risk Rate (up to -0.00049 rub) for the security UGLD were changed. New values are available here
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