22.11.2024 15:47

REPO risk parameters change for the security SGZH

As per the Securities market risk parameters methodology, on 22.11.2024, 15-47 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -127.0 %), penalty rate and IR Risk Rate (up to -0.0159 rub) for the security SGZH were changed. New values are available here
Risk parameters