20.12.2024 14:47

REPO risk parameters change for the security OZON

As per the Securities market risk parameters methodology, on 20.12.2024, 14-47 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -5.26 rub) for the security OZON were changed. New values are available here

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REPO risk parameters change for the security OZON