02.12.2024 12:58

REPO risk parameters change for the security SGZH

As per the Securities market risk parameters methodology, on 02.12.2024, 12-58 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -176.25 %), penalty rate and IR Risk Rate (up to -0.008 rub) for the security SGZH were changed. New values are available here