16.09.2026 12:28

REPO risk parameters change for the security MTLR

As per the Securities market risk parameters methodology, on 16.09.2026, 12-28 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -88.39 %), penalty rate and IR Risk Rate (up to -0.11 rub) for the security MTLR were changed. New values are available here
Risk parameters