21.11.2024 15:54
REPO risk parameters change for the security SGZH
As per the Securities market risk parameters methodology, on 21.11.2024, 15-54 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -70.5 %), penalty rate and IR Risk Rate (up to -0.0037 rub) for the security SGZH were changed. New values are available here