22.09.2026 10:50
REPO risk parameters change for the security ALRS
As per the Securities market risk parameters methodology, on 22.09.2026, 10-50 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -32.5 %), penalty rate and IR Risk Rate (up to -0.019 rub) for the security ALRS were changed. New values are available here