Menu

List of services

15.12.2025 14:05

REPO risk parameters change for the security LEAS

As per the Securities market risk parameters methodology, on 15.12.2025, 14-05 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -131.79 %), penalty rate and IR Risk Rate (up to -2.41 rub) for the security LEAS were changed. New values are available here
Risk parameters