06.10.2026 11:52
REPO risk parameters change for the security DIAS
As per the Securities market risk parameters methodology, on 06.10.2026, 11-52 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -62.72 %), penalty rate and IR Risk Rate (up to -2.1 rub) for the security DIAS were changed. New values are available here