22.09.2026 13:34

REPO risk parameters change for the security MTLR

As per the Securities market risk parameters methodology, on 22.09.2026, 13-34 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -62.17 %), penalty rate and IR Risk Rate (up to -0.08 rub) for the security MTLR were changed. New values are available here
Risk parameters