02.12.2024 14:23

REPO risk parameters change for the security SGZH

As per the Securities market risk parameters methodology, on 02.12.2024, 14-23 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -200.0 %), penalty rate and IR Risk Rate (up to -0.0093 rub) for the security SGZH were changed. New values are available here
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