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25.12.2025 12:13

REPO risk parameters change for the security SFIN

As per the Securities market risk parameters methodology, on 25.12.2025, 12-13 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -150.93 %), penalty rate and IR Risk Rate (up to -8.286 rub) for the security SFIN were changed. New values are available here
Risk parameters