08.01.2026 14:34
REPO risk parameters change for the security RASP
As per the Securities market risk parameters methodology, on 08.01.2026, 14-34 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -71.51 %), penalty rate and IR Risk Rate (up to -0.352 rub) for the security RASP were changed. New values are available here