05.10.2026 10:25
REPO risk parameters change for the security BSPB
As per the Securities market risk parameters methodology, on 05.10.2026, 10-25 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -85.07 %), penalty rate and IR Risk Rate (up to -0.705 rub) for the security BSPB were changed. New values are available here