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06.08.2026 10:09

REPO risk parameters change for the security RAGR

As per the Securities market risk parameters methodology, on 06.08.2026, 10-09 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -50.54 %), penalty rate and IR Risk Rate (up to -0.16 rub) for the security RAGR were changed. New values are available here
Risk parameters