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28.12.2024 10:23

REPO risk parameters change for the security OZPH

As per the Securities market risk parameters methodology, on 28.12.2024, 10-23 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -21.44 %), penalty rate and IR Risk Rate (up to -0.048 rub) for the security OZPH were changed. New values are available here
Risk parameters