18.09.2026 10:14

REPO risk parameters change for the security MTLR

As per the Securities market risk parameters methodology, on 18.09.2026, 10-14 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -89.28 %), penalty rate and IR Risk Rate (up to -0.34 rub) for the security MTLR were changed. New values are available here
Risk parameters