05.10.2026 15:56
REPO risk parameters change for the security BSPB
As per the Securities market risk parameters methodology, on 05.10.2026, 15-56 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -231.12 %), penalty rate and IR Risk Rate (up to -1.898 rub) for the security BSPB were changed. New values are available here