19.06.2025 15:13
REPO risk parameters change for the security SOFL
As per the Securities market risk parameters methodology, on 19.06.2025, 15-13 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -34.62 %), penalty rate and IR Risk Rate (up to -0.113 rub) for the security SOFL were changed. New values are available here