02.12.2024 15:50

REPO risk parameters change for the security SGZH

As per the Securities market risk parameters methodology, on 02.12.2024, 15-50 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -200.0 %), penalty rate and IR Risk Rate (up to -0.0106 rub) for the security SGZH were changed. New values are available here
Main news