19.11.2024 12:31

REPO risk parameters change for the security SGZH

As per the Securities market risk parameters methodology, on 19.11.2024, 12-31 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -71.39 %), penalty rate and IR Risk Rate (up to -0.004 rub) for the security SGZH were changed. New values are available here