16.09.2026 14:12

REPO risk parameters change for the security MTLR

As per the Securities market risk parameters methodology, on 16.09.2026, 14-12 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -166.47 %), penalty rate and IR Risk Rate (up to -0.2 rub) for the security MTLR were changed. New values are available here
Risk parameters