22.11.2024 13:25
REPO risk parameters change for the security SGZH
As per the Securities market risk parameters methodology, on 22.11.2024, 13-25 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -101.79 %), penalty rate and IR Risk Rate (up to -0.0128 rub) for the security SGZH were changed. New values are available here
Risk parameters |