20.06.2025 14:50
REPO risk parameters change for the security SOFL
As per the Securities market risk parameters methodology, on 20.06.2025, 14-50 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -88.2 %), penalty rate and IR Risk Rate (up to -0.841 rub) for the security SOFL were changed. New values are available here