15.12.2025 17:18

REPO risk parameters change for the security ZAYM

As per the Securities market risk parameters methodology, on 15.12.2025, 17-18 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -92.02 %), penalty rate and IR Risk Rate (up to -0.446 rub) for the security ZAYM were changed. New values are available here

Risk parameters

16.12.25	Risk parameters change for the security RU000A0ZYMM1
16.12.25	Risk Parameters Change for the Securities
16.12.25	Risk parameters change for the security RU000A0JT403
15.12.25	Risk parameters change for the currency pair PLT/RUB
15.12.25	Risk parameters on Securities market
15.12.25	REPO risk parameters change for the security ZAYM
15.12.25	REPO risk parameters change for the security ZAYM
15.12.25	REPO risk parameters change for the security LEAS
15.12.25	REPO risk parameters change for the security LEAS
All news

Menu

List of services

Profile

REPO risk parameters change for the security ZAYM