05.10.2026 13:08
REPO risk parameters change for the security BSPB
As per the Securities market risk parameters methodology, on 05.10.2026, 13-08 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -168.53 %), penalty rate and IR Risk Rate (up to -1.387 rub) for the security BSPB were changed. New values are available here