08.01.2026 14:18
REPO risk parameters change for the security RASP
As per the Securities market risk parameters methodology, on 08.01.2026, 14-18 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -60.76 %), penalty rate and IR Risk Rate (up to -0.301 rub) for the security RASP were changed. New values are available here