18.09.2026 12:02
REPO risk parameters change for the security ALRS
As per the Securities market risk parameters methodology, on 18.09.2026, 12-02 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -30.16 %), penalty rate and IR Risk Rate (up to -0.054 rub) for the security ALRS were changed. New values are available here