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07.04.2026 10:36

REPO risk parameters change for the security GCHE

As per the Securities market risk parameters methodology, on 07.04.2026, 10-36 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -87.48 %), penalty rate and IR Risk Rate (up to -10.9 rub) for the security GCHE were changed. New values are available here