18.09.2026 10:18

REPO risk parameters change for the security SFIN

As per the Securities market risk parameters methodology, on 18.09.2026, 10-18 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -37.97 %), penalty rate and IR Risk Rate (up to -1.986 rub) for the security SFIN were changed. New values are available here
Risk parameters